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 ⓘ | 2.10% | 12.07% | 36.42% |
| Price Trend ⓘ | -0.14 | 0.83 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.40% | 13.95% | 27.46% |
| Max Drawdown ⓘ | -8.19% | -8.19% | -23.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 0.72 | 1.17 |
| Calmar Ratio ⓘ | 0.26 | 1.47 | 1.57 |
| Sortino Ratio ⓘ | 0.15 | 1.11 | 1.64 |