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 ⓘ | 1.41% | 13.75% | 25.72% |
| Price Trend ⓘ | -0.10 | 0.84 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.75% | 10.09% | 23.16% |
| Max Drawdown ⓘ | -7.96% | -7.96% | -20.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | 1.16 | 0.93 |
| Calmar Ratio ⓘ | 0.18 | 1.73 | 1.28 |
| Sortino Ratio ⓘ | 0.07 | 1.58 | 1.19 |