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 ⓘ | 10.92% | 5.68% | 11.15% |
| Price Trend ⓘ | 0.69 | -0.34 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.49% | 19.75% | 23.89% |
| Max Drawdown ⓘ | -8.29% | -21.76% | -21.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | 0.19 | 0.30 |
| Calmar Ratio ⓘ | 1.32 | 0.26 | 0.51 |
| Sortino Ratio ⓘ | 1.20 | 0.22 | 0.36 |