For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 6.16% | -5.48% | -2.03% |
| Price Trend ⓘ | 0.48 | -0.03 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.50% | 20.93% | 25.03% |
| Max Drawdown ⓘ | -5.48% | -18.79% | -20.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | -0.36 | -0.26 |
| Calmar Ratio ⓘ | 1.12 | -0.29 | -0.10 |
| Sortino Ratio ⓘ | 1.11 | -0.39 | -0.30 |