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 ⓘ | 6.35% | -0.67% | -4.49% |
| Price Trend ⓘ | 0.31 | 0.03 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.10% | 19.04% | 24.11% |
| Max Drawdown ⓘ | -8.32% | -16.06% | -18.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | -0.15 | -0.37 |
| Calmar Ratio ⓘ | 0.76 | -0.04 | -0.24 |
| Sortino Ratio ⓘ | 0.76 | -0.17 | -0.48 |