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 ⓘ | 8.88% | 18.02% | 4.42% |
| Price Trend ⓘ | 0.57 | 0.86 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.27% | 13.91% | 18.65% |
| Max Drawdown ⓘ | -5.54% | -7.84% | -19.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | 1.16 | 0.03 |
| Calmar Ratio ⓘ | 1.60 | 2.30 | 0.23 |
| Sortino Ratio ⓘ | 1.29 | 1.87 | 0.04 |