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 ⓘ | 1.06% | 10.15% | 0.05% |
| Price Trend ⓘ | -0.45 | 0.75 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.97% | 10.64% | 21.22% |
| Max Drawdown ⓘ | -6.09% | -6.09% | -24.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 0.76 | -0.20 |
| Calmar Ratio ⓘ | 0.17 | 1.67 | 0.00 |
| Sortino Ratio ⓘ | 0.01 | 1.23 | -0.27 |