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 ⓘ | 0.53% | 18.19% | 11.26% |
| Price Trend ⓘ | 0.14 | 0.77 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.66% | 20.90% | 29.14% |
| Max Drawdown ⓘ | -11.31% | -13.15% | -18.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.77 | 0.23 |
| Calmar Ratio ⓘ | 0.05 | 1.38 | 0.60 |
| Sortino Ratio ⓘ | -0.06 | 0.91 | 0.30 |