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 ⓘ | 0.93% | 19.89% | 37.70% |
| Price Trend ⓘ | -0.49 | 0.71 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.32% | 22.38% | 26.56% |
| Max Drawdown ⓘ | -12.52% | -12.52% | -12.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | 0.79 | 1.25 |
| Calmar Ratio ⓘ | 0.07 | 1.59 | 3.01 |
| Sortino Ratio ⓘ | -0.01 | 0.92 | 1.57 |