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 ⓘ | 0.01% | 7.82% | 8.75% |
| Price Trend ⓘ | 0.18 | 0.75 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.41% | 8.38% | 18.83% |
| Max Drawdown ⓘ | -5.11% | -5.11% | -18.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | 0.69 | 0.24 |
| Calmar Ratio ⓘ | 0.00 | 1.53 | 0.47 |
| Sortino Ratio ⓘ | -0.25 | 1.10 | 0.32 |