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 ⓘ | 4.46% | 1.53% | 5.69% |
| Price Trend ⓘ | 0.53 | -0.51 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.27% | 13.32% | 22.80% |
| Max Drawdown ⓘ | -6.36% | -9.97% | -19.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | -0.03 | 0.07 |
| Calmar Ratio ⓘ | 0.70 | 0.15 | 0.29 |
| Sortino Ratio ⓘ | 0.41 | -0.05 | 0.10 |