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 ⓘ | 0.86% | 2.82% | 14.51% |
| Price Trend ⓘ | -0.05 | -0.16 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.60% | 9.00% | 19.73% |
| Max Drawdown ⓘ | -9.35% | -9.48% | -18.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.09 | 0.53 |
| Calmar Ratio ⓘ | 0.09 | 0.30 | 0.77 |
| Sortino Ratio ⓘ | -0.02 | 0.14 | 0.68 |