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 ⓘ | 1.16% | 5.10% | 15.37% |
| Price Trend ⓘ | 0.15 | 0.06 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.42% | 9.65% | 13.17% |
| Max Drawdown ⓘ | -9.60% | -10.58% | -10.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | 0.34 | 0.87 |
| Calmar Ratio ⓘ | 0.12 | 0.48 | 1.45 |
| Sortino Ratio ⓘ | 0.06 | 0.55 | 1.54 |