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 ⓘ | 0.77% | 11.16% | 15.16% |
| Price Trend ⓘ | 0.38 | 0.67 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.46% | 8.71% | 11.91% |
| Max Drawdown ⓘ | -7.85% | -7.85% | -7.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 1.07 | 0.94 |
| Calmar Ratio ⓘ | 0.10 | 1.42 | 1.93 |
| Sortino Ratio ⓘ | -0.03 | 1.82 | 1.51 |