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 ⓘ | 0.06% | 11.78% | 12.92% |
| Price Trend ⓘ | -0.51 | 0.76 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.07% | 12.39% | 17.34% |
| Max Drawdown ⓘ | -7.53% | -7.53% | -11.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.80 | 0.52 |
| Calmar Ratio ⓘ | 0.01 | 1.56 | 1.17 |
| Sortino Ratio ⓘ | -0.19 | 1.46 | 0.81 |