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 ⓘ | 4.19% | 26.14% | 24.92% |
| Price Trend ⓘ | -0.28 | 0.86 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.94% | 14.40% | 20.04% |
| Max Drawdown ⓘ | -9.15% | -9.15% | -11.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.33 | 1.69 | 1.05 |
| Calmar Ratio ⓘ | 0.46 | 2.86 | 2.24 |
| Sortino Ratio ⓘ | 0.54 | 2.64 | 1.44 |