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 ⓘ | 3.72% | 22.10% | 11.54% |
| Price Trend ⓘ | 0.49 | 0.94 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.72% | 13.27% | 16.87% |
| Max Drawdown ⓘ | -6.16% | -6.16% | -19.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | 1.53 | 0.45 |
| Calmar Ratio ⓘ | 0.60 | 3.59 | 0.60 |
| Sortino Ratio ⓘ | 0.52 | 2.46 | 0.72 |