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 ⓘ | 0.85% | 13.78% | 24.95% |
| Price Trend ⓘ | 0.26 | 0.86 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.01% | 10.07% | 19.91% |
| Max Drawdown ⓘ | -8.42% | -8.42% | -14.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 1.17 | 1.04 |
| Calmar Ratio ⓘ | 0.10 | 1.64 | 1.70 |
| Sortino Ratio ⓘ | -0.02 | 1.82 | 1.40 |