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 ⓘ | 0.63% | 4.10% | 23.89% |
| Price Trend ⓘ | 0.52 | 0.42 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.68% | 24.69% | 28.78% |
| Max Drawdown ⓘ | -9.20% | -18.72% | -18.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.08 | 0.67 |
| Calmar Ratio ⓘ | 0.07 | 0.22 | 1.28 |
| Sortino Ratio ⓘ | -0.06 | 0.11 | 0.93 |