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 ⓘ | 0.25% | 7.09% | 27.26% |
| Price Trend ⓘ | -0.66 | 0.33 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.50% | 19.83% | 35.02% |
| Max Drawdown ⓘ | -18.32% | -18.32% | -25.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.26 | 0.66 |
| Calmar Ratio ⓘ | 0.01 | 0.39 | 1.09 |
| Sortino Ratio ⓘ | -0.06 | 0.34 | 0.80 |