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 ⓘ | 14.11% | -11.54% | -11.07% |
| Price Trend ⓘ | 0.55 | -0.75 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.81% | 22.19% | 25.71% |
| Max Drawdown ⓘ | -15.12% | -32.17% | -36.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | -0.60 | -0.58 |
| Calmar Ratio ⓘ | 0.93 | -0.36 | -0.30 |
| Sortino Ratio ⓘ | 1.09 | -0.85 | -0.79 |