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 ⓘ | 2.13% | 13.78% | -2.30% |
| Price Trend ⓘ | 0.68 | 0.76 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.30% | 13.74% | 23.26% |
| Max Drawdown ⓘ | -5.62% | -8.32% | -16.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.85 | -0.28 |
| Calmar Ratio ⓘ | 0.38 | 1.66 | -0.14 |
| Sortino Ratio ⓘ | 0.20 | 1.31 | -0.36 |