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 ⓘ | 1.66% | 14.50% | -5.13% |
| Price Trend ⓘ | 0.31 | 0.77 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.14% | 15.78% | 22.57% |
| Max Drawdown ⓘ | -7.89% | -7.89% | -20.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.79 | -0.42 |
| Calmar Ratio ⓘ | 0.21 | 1.84 | -0.26 |
| Sortino Ratio ⓘ | 0.11 | 1.53 | -0.66 |