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 ⓘ | 9.06% | -0.01% | 3.07% |
| Price Trend ⓘ | 0.08 | 0.50 | -0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.25% | 33.77% | 40.42% |
| Max Drawdown ⓘ | -17.64% | -27.91% | -33.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | -0.06 | -0.04 |
| Calmar Ratio ⓘ | 0.51 | -0.00 | 0.09 |
| Sortino Ratio ⓘ | 0.38 | -0.08 | -0.05 |