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 ⓘ | 2.54% | 23.96% | 15.64% |
| Price Trend ⓘ | 0.47 | 0.94 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.82% | 15.32% | 23.06% |
| Max Drawdown ⓘ | -7.79% | -7.79% | -20.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | 1.44 | 0.51 |
| Calmar Ratio ⓘ | 0.33 | 3.07 | 0.76 |
| Sortino Ratio ⓘ | 0.25 | 2.45 | 0.61 |