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 ⓘ | 6.66% | -1.39% | 3.03% |
| Price Trend ⓘ | 0.81 | 0.11 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.61% | 15.70% | 24.63% |
| Max Drawdown ⓘ | -6.64% | -14.29% | -14.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | -0.21 | -0.04 |
| Calmar Ratio ⓘ | 1.00 | -0.10 | 0.21 |
| Sortino Ratio ⓘ | 0.87 | -0.36 | -0.07 |