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 ⓘ | 1.29% | 1.73% | 46.04% |
| Price Trend ⓘ | 0.48 | 0.32 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.93% | 25.13% | 44.43% |
| Max Drawdown ⓘ | -10.72% | -17.43% | -28.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | -0.01 | 0.94 |
| Calmar Ratio ⓘ | 0.12 | 0.10 | 1.64 |
| Sortino Ratio ⓘ | 0.03 | -0.01 | 1.37 |