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 ⓘ | 4.15% | 22.93% | 10.47% |
| Price Trend ⓘ | 0.23 | 0.90 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.28% | 15.18% | 32.26% |
| Max Drawdown ⓘ | -9.92% | -9.92% | -30.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 1.38 | 0.20 |
| Calmar Ratio ⓘ | 0.42 | 2.31 | 0.35 |
| Sortino Ratio ⓘ | 0.76 | 2.55 | 0.27 |