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 ⓘ | 0.29% | 11.23% | 19.87% |
| Price Trend ⓘ | 0.46 | 0.59 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.42% | 8.78% | 11.53% |
| Max Drawdown ⓘ | -7.80% | -8.30% | -8.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | 1.07 | 1.38 |
| Calmar Ratio ⓘ | 0.04 | 1.35 | 2.39 |
| Sortino Ratio ⓘ | -0.15 | 1.80 | 2.17 |