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 ⓘ | 3.92% | 1.95% | -9.39% |
| Price Trend ⓘ | 0.46 | -0.58 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.91% | 17.42% | 22.17% |
| Max Drawdown ⓘ | -7.92% | -17.18% | -20.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | 0.01 | -0.60 |
| Calmar Ratio ⓘ | 0.49 | 0.11 | -0.46 |
| Sortino Ratio ⓘ | 0.37 | 0.01 | -0.84 |