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 ⓘ | 24.50% | 4.85% | -3.82% |
| Price Trend ⓘ | 0.69 | -0.55 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.25% | 22.94% | 28.61% |
| Max Drawdown ⓘ | -13.32% | -28.33% | -37.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | 0.13 | -0.27 |
| Calmar Ratio ⓘ | 1.84 | 0.17 | -0.10 |
| Sortino Ratio ⓘ | 1.51 | 0.17 | -0.36 |