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 ⓘ | 0.66% | 5.73% | 13.91% |
| Price Trend ⓘ | -0.19 | 0.13 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.66% | 16.72% | 26.29% |
| Max Drawdown ⓘ | -9.67% | -11.48% | -14.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.23 | 0.37 |
| Calmar Ratio ⓘ | 0.07 | 0.50 | 0.99 |
| Sortino Ratio ⓘ | -0.03 | 0.29 | 0.48 |