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 ⓘ | 5.13% | -2.09% | 6.32% |
| Price Trend ⓘ | -0.39 | -0.52 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.65% | 18.69% | 23.71% |
| Max Drawdown ⓘ | -11.48% | -12.73% | -12.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | -0.21 | 0.10 |
| Calmar Ratio ⓘ | 0.45 | -0.16 | 0.50 |
| Sortino Ratio ⓘ | 0.46 | -0.34 | 0.17 |