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 ⓘ | 1.12% | 0.26% | 2.81% |
| Price Trend ⓘ | 0.56 | 0.20 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.09% | 14.06% | 17.82% |
| Max Drawdown ⓘ | -3.88% | -14.55% | -17.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | -0.13 | -0.10 |
| Calmar Ratio ⓘ | 0.29 | 0.02 | 0.16 |
| Sortino Ratio ⓘ | 0.01 | -0.17 | -0.13 |