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 ⓘ | 1.00% | 11.87% | 2.38% |
| Price Trend ⓘ | 0.07 | -0.19 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.62% | 15.86% | 21.44% |
| Max Drawdown ⓘ | -6.57% | -10.47% | -16.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | 0.62 | -0.10 |
| Calmar Ratio ⓘ | 0.15 | 1.13 | 0.14 |
| Sortino Ratio ⓘ | -0.01 | 0.98 | -0.16 |