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 ⓘ | 0.70% | 12.46% | 20.42% |
| Price Trend ⓘ | -0.02 | 0.20 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.56% | 20.19% | 25.73% |
| Max Drawdown ⓘ | -9.76% | -14.11% | -14.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 0.51 | 0.62 |
| Calmar Ratio ⓘ | 0.07 | 0.88 | 1.45 |
| Sortino Ratio ⓘ | -0.06 | 0.68 | 0.81 |