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 ⓘ | 0.36% | 10.62% | 29.17% |
| Price Trend ⓘ | -0.39 | 0.84 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.40% | 9.22% | 19.26% |
| Max Drawdown ⓘ | -6.57% | -6.57% | -16.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.93 | 1.29 |
| Calmar Ratio ⓘ | 0.05 | 1.62 | 1.78 |
| Sortino Ratio ⓘ | -0.13 | 1.50 | 1.59 |