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 ⓘ | 3.09% | 5.58% | 4.82% |
| Price Trend ⓘ | 0.37 | 0.48 | 0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.16% | 33.67% | 39.67% |
| Max Drawdown ⓘ | -10.18% | -32.19% | -32.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 0.10 | 0.01 |
| Calmar Ratio ⓘ | 0.30 | 0.17 | 0.15 |
| Sortino Ratio ⓘ | 0.23 | 0.15 | 0.01 |