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 ⓘ | 2.96% | 12.42% | 27.32% |
| Price Trend ⓘ | -0.10 | 0.51 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.65% | 15.73% | 27.15% |
| Max Drawdown ⓘ | -9.59% | -11.62% | -21.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.67 | 0.86 |
| Calmar Ratio ⓘ | 0.31 | 1.07 | 1.28 |
| Sortino Ratio ⓘ | 0.25 | 0.86 | 1.14 |