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 ⓘ | 1.98% | 19.12% | 55.01% |
| Price Trend ⓘ | -0.08 | 0.40 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.46% | 25.88% | 45.79% |
| Max Drawdown ⓘ | -16.47% | -16.47% | -38.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | 0.66 | 1.11 |
| Calmar Ratio ⓘ | 0.12 | 1.16 | 1.42 |
| Sortino Ratio ⓘ | 0.08 | 0.90 | 1.43 |