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 ⓘ | 0.52% | 11.52% | 38.19% |
| Price Trend ⓘ | -0.18 | 0.75 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.25% | 23.05% | 40.67% |
| Max Drawdown ⓘ | -11.49% | -11.66% | -33.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.41 | 0.84 |
| Calmar Ratio ⓘ | 0.05 | 0.99 | 1.13 |
| Sortino Ratio ⓘ | -0.03 | 0.56 | 0.98 |