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 ⓘ | 3.71% | -0.07% | 1.49% |
| Price Trend ⓘ | 0.60 | 0.56 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.82% | 17.28% | 19.78% |
| Max Drawdown ⓘ | -6.12% | -17.01% | -23.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | -0.13 | -0.15 |
| Calmar Ratio ⓘ | 0.61 | -0.00 | 0.06 |
| Sortino Ratio ⓘ | 0.61 | -0.18 | -0.23 |