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 ⓘ | 2.83% | 2.66% | 22.20% |
| Price Trend ⓘ | -0.09 | -0.00 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.93% | 10.97% | 23.01% |
| Max Drawdown ⓘ | -4.50% | -7.96% | -17.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | 0.07 | 0.79 |
| Calmar Ratio ⓘ | 0.63 | 0.33 | 1.27 |
| Sortino Ratio ⓘ | 0.32 | 0.09 | 1.01 |