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 ⓘ | 0.94% | 10.81% | 27.18% |
| Price Trend ⓘ | -0.16 | 0.45 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.14% | 22.43% | 30.56% |
| Max Drawdown ⓘ | -14.15% | -14.15% | -14.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.00 | 0.40 | 0.76 |
| Calmar Ratio ⓘ | 0.07 | 0.76 | 1.86 |
| Sortino Ratio ⓘ | -0.00 | 0.36 | 0.80 |