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 ⓘ | 0.65% | 8.40% | 6.15% |
| Price Trend ⓘ | 0.73 | 0.63 | -0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.23% | 12.00% | 20.14% |
| Max Drawdown ⓘ | -5.30% | -9.74% | -19.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.54 | 0.10 |
| Calmar Ratio ⓘ | 0.12 | 0.86 | 0.31 |
| Sortino Ratio ⓘ | -0.05 | 0.90 | 0.15 |