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 ⓘ | 0.54% | 2.21% | 3.56% |
| Price Trend ⓘ | -0.05 | 0.34 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.46% | 43.24% | 53.63% |
| Max Drawdown ⓘ | -31.75% | -31.75% | -33.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | 0.00 | -0.01 |
| Calmar Ratio ⓘ | 0.02 | 0.07 | 0.11 |
| Sortino Ratio ⓘ | -0.02 | 0.01 | -0.02 |