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 ⓘ | 0.99% | 23.47% | 22.91% |
| Price Trend ⓘ | -0.70 | 0.77 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.53% | 13.65% | 29.85% |
| Max Drawdown ⓘ | -8.17% | -8.17% | -26.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | 1.57 | 0.63 |
| Calmar Ratio ⓘ | 0.12 | 2.87 | 0.88 |
| Sortino Ratio ⓘ | 0.00 | 2.82 | 0.61 |