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 ⓘ | 1.40% | 5.70% | 20.22% |
| Price Trend ⓘ | -0.70 | 0.44 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.11% | 16.06% | 23.32% |
| Max Drawdown ⓘ | -12.73% | -12.73% | -12.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | 0.23 | 0.69 |
| Calmar Ratio ⓘ | 0.11 | 0.45 | 1.59 |
| Sortino Ratio ⓘ | 0.06 | 0.44 | 1.20 |