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 ⓘ | 1.14% | 29.04% | 33.04% |
| Price Trend ⓘ | -0.19 | 0.78 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.44% | 37.98% | 48.85% |
| Max Drawdown ⓘ | -25.66% | -25.66% | -25.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 0.71 | 0.59 |
| Calmar Ratio ⓘ | 0.04 | 1.13 | 1.29 |
| Sortino Ratio ⓘ | 0.01 | 1.52 | 1.06 |