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 ⓘ | 0.39% | 10.67% | 29.94% |
| Price Trend ⓘ | 0.42 | 0.83 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.87% | 9.41% | 12.41% |
| Max Drawdown ⓘ | -7.34% | -7.34% | -7.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | 0.94 | 2.09 |
| Calmar Ratio ⓘ | 0.05 | 1.45 | 4.08 |
| Sortino Ratio ⓘ | -0.09 | 1.31 | 3.06 |