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 ⓘ | 16.73% | -5.26% | -23.94% |
| Price Trend ⓘ | 0.87 | -0.55 | -0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.51% | 25.19% | 34.77% |
| Max Drawdown ⓘ | -8.42% | -28.93% | -36.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | -0.28 | -0.80 |
| Calmar Ratio ⓘ | 1.99 | -0.18 | -0.65 |
| Sortino Ratio ⓘ | 1.83 | -0.51 | -1.24 |