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 ⓘ | 2.57% | 2.29% | 24.34% |
| Price Trend ⓘ | 0.46 | -0.28 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.62% | 27.16% | 48.17% |
| Max Drawdown ⓘ | -17.47% | -23.79% | -42.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.01 | 0.42 |
| Calmar Ratio ⓘ | 0.15 | 0.10 | 0.58 |
| Sortino Ratio ⓘ | 0.10 | 0.02 | 0.59 |