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 ⓘ | 9.83% | 6.48% | 8.79% |
| Price Trend ⓘ | 0.26 | 0.32 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.34% | 22.18% | 34.58% |
| Max Drawdown ⓘ | -14.51% | -14.51% | -30.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 0.20 | 0.13 |
| Calmar Ratio ⓘ | 0.68 | 0.45 | 0.28 |
| Sortino Ratio ⓘ | 1.08 | 0.29 | 0.20 |