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 ⓘ | 3.19% | 3.49% | 21.42% |
| Price Trend ⓘ | -0.27 | 0.37 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.67% | 16.51% | 25.99% |
| Max Drawdown ⓘ | -11.15% | -11.15% | -20.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | 0.09 | 0.67 |
| Calmar Ratio ⓘ | 0.29 | 0.31 | 1.07 |
| Sortino Ratio ⓘ | 0.21 | 0.12 | 0.81 |