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 ⓘ | 0.44% | 22.96% | 48.41% |
| Price Trend ⓘ | 0.32 | 0.80 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.02% | 13.18% | 15.52% |
| Max Drawdown ⓘ | -13.19% | -13.19% | -13.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 1.60 | 2.87 |
| Calmar Ratio ⓘ | 0.03 | 1.74 | 3.67 |
| Sortino Ratio ⓘ | -0.07 | 2.31 | 4.08 |