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 ⓘ | 4.05% | 0.15% | 1.54% |
| Price Trend ⓘ | 0.73 | -0.21 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 4.97% | 7.39% | 14.14% |
| Max Drawdown ⓘ | -3.63% | -6.95% | -13.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | -0.26 | -0.19 |
| Calmar Ratio ⓘ | 1.12 | 0.02 | 0.11 |
| Sortino Ratio ⓘ | 1.25 | -0.44 | -0.29 |