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 ⓘ | 0.45% | 7.43% | 24.28% |
| Price Trend ⓘ | 0.19 | 0.57 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.46% | 10.35% | 22.96% |
| Max Drawdown ⓘ | -7.82% | -7.82% | -20.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | 0.53 | 0.88 |
| Calmar Ratio ⓘ | 0.06 | 0.95 | 1.16 |
| Sortino Ratio ⓘ | -0.08 | 0.72 | 1.10 |