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 ⓘ | 8.85% | 9.83% | -29.58% |
| Price Trend ⓘ | 0.31 | -0.55 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.70% | 36.07% | 44.89% |
| Max Drawdown ⓘ | -22.40% | -33.10% | -49.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 0.22 | -0.75 |
| Calmar Ratio ⓘ | 0.40 | 0.30 | -0.59 |
| Sortino Ratio ⓘ | 0.35 | 0.30 | -0.92 |