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 ⓘ | 0.28% | 3.72% | 27.66% |
| Price Trend ⓘ | -0.18 | 0.45 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.91% | 18.68% | 21.82% |
| Max Drawdown ⓘ | -9.78% | -16.73% | -16.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.07 | 0.09 | 1.06 |
| Calmar Ratio ⓘ | 0.03 | 0.22 | 1.65 |
| Sortino Ratio ⓘ | -0.08 | 0.10 | 1.27 |