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 ⓘ | 3.64% | 23.08% | 45.27% |
| Price Trend ⓘ | -0.13 | -0.24 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.36% | 30.45% | 36.24% |
| Max Drawdown ⓘ | -19.61% | -20.31% | -20.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | 0.69 | 1.13 |
| Calmar Ratio ⓘ | 0.19 | 1.14 | 2.23 |
| Sortino Ratio ⓘ | 0.11 | 0.87 | 1.39 |