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 ⓘ | 0.66% | 17.01% | 53.07% |
| Price Trend ⓘ | -0.69 | 0.66 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.85% | 18.29% | 26.95% |
| Max Drawdown ⓘ | -14.06% | -14.06% | -14.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 0.82 | 1.80 |
| Calmar Ratio ⓘ | 0.05 | 1.21 | 3.78 |
| Sortino Ratio ⓘ | -0.03 | 0.86 | 2.39 |