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 ⓘ | 0.53% | 14.98% | 13.40% |
| Price Trend ⓘ | 0.29 | 0.89 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.78% | 13.89% | 22.13% |
| Max Drawdown ⓘ | -9.85% | -9.85% | -20.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.93 | 0.41 |
| Calmar Ratio ⓘ | 0.05 | 1.52 | 0.64 |
| Sortino Ratio ⓘ | -0.06 | 1.22 | 0.63 |