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 ⓘ | 0.51% | 17.81% | 21.70% |
| Price Trend ⓘ | -0.16 | 0.67 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.56% | 17.25% | 22.55% |
| Max Drawdown ⓘ | -8.39% | -12.04% | -13.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | 0.91 | 0.76 |
| Calmar Ratio ⓘ | 0.06 | 1.48 | 1.58 |
| Sortino Ratio ⓘ | -0.10 | 1.14 | 0.91 |