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 ⓘ | 2.69% | 0.76% | 2.27% |
| Price Trend ⓘ | -0.32 | 0.64 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.67% | 12.66% | 18.50% |
| Max Drawdown ⓘ | -12.26% | -12.26% | -12.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | -0.08 | -0.09 |
| Calmar Ratio ⓘ | 0.22 | 0.06 | 0.18 |
| Sortino Ratio ⓘ | 0.34 | -0.13 | -0.14 |