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 ⓘ | 3.66% | 15.82% | 7.08% |
| Price Trend ⓘ | 0.85 | 0.92 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.89% | 18.81% | 24.80% |
| Max Drawdown ⓘ | -5.56% | -11.80% | -22.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.74 | 0.13 |
| Calmar Ratio ⓘ | 0.66 | 1.34 | 0.32 |
| Sortino Ratio ⓘ | 0.64 | 0.93 | 0.18 |