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 ⓘ | 0.58% | 26.95% | 60.77% |
| Price Trend ⓘ | -0.16 | 0.85 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.36% | 17.28% | 30.44% |
| Max Drawdown ⓘ | -9.04% | -9.04% | -14.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 1.44 | 1.86 |
| Calmar Ratio ⓘ | 0.06 | 2.98 | 4.15 |
| Sortino Ratio ⓘ | -0.04 | 1.84 | 2.83 |