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 ⓘ | 1.24% | 5.21% | 21.77% |
| Price Trend ⓘ | -0.30 | 0.64 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.19% | 15.05% | 27.64% |
| Max Drawdown ⓘ | -11.95% | -11.95% | -24.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | 0.22 | 0.64 |
| Calmar Ratio ⓘ | 0.10 | 0.44 | 0.87 |
| Sortino Ratio ⓘ | 0.03 | 0.30 | 0.70 |