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 ⓘ | 4.45% | 5.62% | -1.69% |
| Price Trend ⓘ | -0.17 | 0.55 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.69% | 23.10% | 33.53% |
| Max Drawdown ⓘ | -10.10% | -14.21% | -25.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 0.15 | -0.18 |
| Calmar Ratio ⓘ | 0.44 | 0.40 | -0.07 |
| Sortino Ratio ⓘ | 0.50 | 0.33 | -0.27 |