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 ⓘ | 0.02% | 5.71% | 16.99% |
| Price Trend ⓘ | -0.45 | 0.67 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.62% | 8.72% | 19.78% |
| Max Drawdown ⓘ | -3.84% | -5.48% | -17.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.43 | 0.65 |
| Calmar Ratio ⓘ | 0.00 | 1.04 | 0.99 |
| Sortino Ratio ⓘ | -0.21 | 0.56 | 0.84 |