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 ⓘ | 0.56% | 3.78% | 8.42% |
| Price Trend ⓘ | 0.29 | 0.04 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.08% | 15.33% | 21.81% |
| Max Drawdown ⓘ | -6.96% | -10.59% | -10.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.12 | 0.20 |
| Calmar Ratio ⓘ | 0.08 | 0.36 | 0.80 |
| Sortino Ratio ⓘ | -0.07 | 0.21 | 0.33 |