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 ⓘ | 0.27% | 5.20% | 48.62% |
| Price Trend ⓘ | -0.51 | 0.66 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.90% | 18.64% | 29.84% |
| Max Drawdown ⓘ | -10.10% | -10.97% | -10.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | 0.17 | 1.48 |
| Calmar Ratio ⓘ | 0.03 | 0.47 | 4.43 |
| Sortino Ratio ⓘ | -0.14 | 0.27 | 3.12 |