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 ⓘ | 7.97% | 13.78% | 5.50% |
| Price Trend ⓘ | 0.12 | 0.82 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.85% | 21.27% | 27.37% |
| Max Drawdown ⓘ | -19.19% | -19.19% | -22.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 0.56 | 0.06 |
| Calmar Ratio ⓘ | 0.42 | 0.72 | 0.25 |
| Sortino Ratio ⓘ | 0.63 | 0.92 | 0.08 |