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 ⓘ | 4.43% | 24.18% | 10.88% |
| Price Trend ⓘ | 0.29 | 0.86 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.61% | 23.97% | 31.06% |
| Max Drawdown ⓘ | -12.13% | -12.13% | -27.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.93 | 0.22 |
| Calmar Ratio ⓘ | 0.37 | 1.99 | 0.39 |
| Sortino Ratio ⓘ | 0.32 | 1.69 | 0.33 |