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 ⓘ | 0.98% | 7.52% | 24.17% |
| Price Trend ⓘ | -0.40 | 0.42 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.58% | 14.82% | 27.49% |
| Max Drawdown ⓘ | -9.11% | -10.68% | -22.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | 0.38 | 0.73 |
| Calmar Ratio ⓘ | 0.11 | 0.70 | 1.10 |
| Sortino Ratio ⓘ | 0.00 | 0.51 | 0.96 |