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 ⓘ | 9.40% | 1.97% | 5.84% |
| Price Trend ⓘ | 0.70 | 0.18 | 0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.54% | 11.98% | 20.11% |
| Max Drawdown ⓘ | -7.27% | -11.01% | -11.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | -0.01 | 0.08 |
| Calmar Ratio ⓘ | 1.29 | 0.18 | 0.50 |
| Sortino Ratio ⓘ | 1.28 | -0.01 | 0.11 |