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 ⓘ | 0.40% | 8.63% | 22.11% |
| Price Trend ⓘ | -0.61 | 0.34 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.12% | 14.74% | 22.50% |
| Max Drawdown ⓘ | -10.61% | -10.61% | -10.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 0.45 | 0.80 |
| Calmar Ratio ⓘ | 0.04 | 0.81 | 2.08 |
| Sortino Ratio ⓘ | -0.08 | 0.76 | 1.29 |