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 ⓘ | 0.14% | 30.11% | 19.77% |
| Price Trend ⓘ | -0.58 | 0.69 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.08% | 16.91% | 29.46% |
| Max Drawdown ⓘ | -9.94% | -9.94% | -22.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | 1.66 | 0.53 |
| Calmar Ratio ⓘ | 0.01 | 3.03 | 0.88 |
| Sortino Ratio ⓘ | -0.11 | 2.89 | 0.72 |