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 ⓘ | 0.54% | 9.74% | 8.66% |
| Price Trend ⓘ | -0.31 | 0.81 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.69% | 12.62% | 24.86% |
| Max Drawdown ⓘ | -8.68% | -8.68% | -26.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 0.61 | 0.18 |
| Calmar Ratio ⓘ | 0.06 | 1.12 | 0.33 |
| Sortino Ratio ⓘ | -0.07 | 0.95 | 0.26 |