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 ⓘ | 2.82% | 12.65% | 4.81% |
| Price Trend ⓘ | 0.78 | 0.60 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.90% | 33.53% | 38.59% |
| Max Drawdown ⓘ | -16.87% | -17.50% | -26.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 0.31 | 0.01 |
| Calmar Ratio ⓘ | 0.17 | 0.72 | 0.18 |
| Sortino Ratio ⓘ | 0.12 | 0.48 | 0.01 |