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 ⓘ | 2.73% | 8.71% | 13.58% |
| Price Trend ⓘ | -0.11 | 0.66 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.32% | 11.82% | 18.24% |
| Max Drawdown ⓘ | -8.24% | -8.31% | -8.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 0.58 | 0.53 |
| Calmar Ratio ⓘ | 0.33 | 1.05 | 1.52 |
| Sortino Ratio ⓘ | 0.31 | 0.84 | 0.80 |