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 ⓘ | 0.80% | 6.66% | 19.28% |
| Price Trend ⓘ | -0.35 | 0.60 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.47% | 11.33% | 23.34% |
| Max Drawdown ⓘ | -5.72% | -7.88% | -19.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.42 | 0.65 |
| Calmar Ratio ⓘ | 0.14 | 0.84 | 1.01 |
| Sortino Ratio ⓘ | -0.03 | 0.55 | 0.85 |