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 ⓘ | 2.05% | 13.34% | 45.81% |
| Price Trend ⓘ | -0.56 | 0.43 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.54% | 20.87% | 34.14% |
| Max Drawdown ⓘ | -12.40% | -12.40% | -19.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | 0.54 | 1.22 |
| Calmar Ratio ⓘ | 0.17 | 1.08 | 2.30 |
| Sortino Ratio ⓘ | 0.09 | 0.69 | 2.10 |