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 ⓘ | 3.71% | 25.72% | 12.79% |
| Price Trend ⓘ | 0.02 | 0.49 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.44% | 20.96% | 27.14% |
| Max Drawdown ⓘ | -18.54% | -18.54% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | 1.14 | 0.33 |
| Calmar Ratio ⓘ | 0.20 | 1.39 | 0.62 |
| Sortino Ratio ⓘ | 0.25 | 1.66 | 0.43 |