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 ⓘ | 5.48% | 4.46% | 6.99% |
| Price Trend ⓘ | 0.07 | 0.34 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.03% | 16.85% | 26.27% |
| Max Drawdown ⓘ | -11.48% | -11.48% | -14.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.14 | 0.10 |
| Calmar Ratio ⓘ | 0.48 | 0.39 | 0.50 |
| Sortino Ratio ⓘ | 0.52 | 0.21 | 0.14 |