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 ⓘ | -0.27% | 11.78% | 30.30% |
| Price Trend ⓘ | 0.33 | 0.56 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.53% | 15.04% | 18.94% |
| Max Drawdown ⓘ | -12.47% | -12.47% | -12.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.66 | 1.39 |
| Calmar Ratio ⓘ | -0.02 | 0.94 | 2.43 |
| Sortino Ratio ⓘ | -0.19 | 1.14 | 2.35 |