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 ⓘ | 1.61% | 21.61% | 18.55% |
| Price Trend ⓘ | 0.39 | 0.77 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.34% | 16.42% | 20.67% |
| Max Drawdown ⓘ | -12.28% | -12.28% | -12.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | 1.20 | 0.71 |
| Calmar Ratio ⓘ | 0.13 | 1.76 | 1.51 |
| Sortino Ratio ⓘ | 0.12 | 2.01 | 1.11 |