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 ⓘ | 2.08% | 4.97% | 1.67% |
| Price Trend ⓘ | -0.51 | 0.55 | -0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.84% | 20.42% | 27.00% |
| Max Drawdown ⓘ | -14.52% | -14.52% | -19.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | 0.15 | -0.08 |
| Calmar Ratio ⓘ | 0.14 | 0.34 | 0.09 |
| Sortino Ratio ⓘ | 0.18 | 0.28 | -0.15 |