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 ⓘ | 0.79% | 8.01% | 16.47% |
| Price Trend ⓘ | -0.26 | 0.78 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.52% | 9.42% | 23.06% |
| Max Drawdown ⓘ | -7.83% | -7.83% | -20.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.63 | 0.53 |
| Calmar Ratio ⓘ | 0.10 | 1.02 | 0.78 |
| Sortino Ratio ⓘ | -0.03 | 0.93 | 0.67 |