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 ⓘ | 1.85% | 20.57% | 22.26% |
| Price Trend ⓘ | -0.58 | 0.35 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.78% | 19.33% | 39.49% |
| Max Drawdown ⓘ | -10.03% | -11.55% | -32.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | 0.96 | 0.46 |
| Calmar Ratio ⓘ | 0.18 | 1.78 | 0.69 |
| Sortino Ratio ⓘ | 0.09 | 1.53 | 0.68 |