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 ⓘ | 6.87% | -0.97% | 3.93% |
| Price Trend ⓘ | 0.76 | 0.05 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.69% | 14.12% | 16.15% |
| Max Drawdown ⓘ | -4.11% | -14.03% | -16.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | -0.22 | -0.04 |
| Calmar Ratio ⓘ | 1.67 | -0.07 | 0.24 |
| Sortino Ratio ⓘ | 1.79 | -0.28 | -0.05 |