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 ⓘ | 1.82% | 16.37% | 19.82% |
| Price Trend ⓘ | 0.58 | 0.76 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.19% | 11.76% | 15.90% |
| Max Drawdown ⓘ | -8.83% | -8.83% | -8.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 1.24 | 1.00 |
| Calmar Ratio ⓘ | 0.21 | 1.85 | 2.25 |
| Sortino Ratio ⓘ | 0.18 | 2.13 | 1.62 |