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 ⓘ | 6.38% | 6.59% | -3.69% |
| Price Trend ⓘ | 0.19 | 0.27 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.38% | 17.75% | 33.09% |
| Max Drawdown ⓘ | -8.65% | -10.17% | -29.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.26 | -0.24 |
| Calmar Ratio ⓘ | 0.74 | 0.65 | -0.12 |
| Sortino Ratio ⓘ | 0.84 | 0.41 | -0.29 |