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 ⓘ | 2.28% | 14.96% | -1.48% |
| Price Trend ⓘ | -0.20 | 0.83 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.52% | 13.14% | 23.00% |
| Max Drawdown ⓘ | -7.51% | -7.51% | -28.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | 0.98 | -0.25 |
| Calmar Ratio ⓘ | 0.30 | 1.99 | -0.05 |
| Sortino Ratio ⓘ | 0.22 | 1.68 | -0.36 |