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 ⓘ | 1.86% | 4.92% | 4.30% |
| Price Trend ⓘ | -0.08 | 0.13 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.54% | 19.04% | 23.95% |
| Max Drawdown ⓘ | -8.65% | -13.78% | -21.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.15 | -0.01 |
| Calmar Ratio ⓘ | 0.21 | 0.36 | 0.20 |
| Sortino Ratio ⓘ | 0.09 | 0.25 | -0.02 |