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 ⓘ | 6.44% | 14.82% | 9.13% |
| Price Trend ⓘ | 0.49 | 0.83 | 0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.74% | 31.48% | 39.72% |
| Max Drawdown ⓘ | -11.89% | -16.14% | -28.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.41 | 0.13 |
| Calmar Ratio ⓘ | 0.54 | 0.92 | 0.32 |
| Sortino Ratio ⓘ | 0.63 | 0.72 | 0.22 |