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 ⓘ | 1.74% | 8.78% | 11.51% |
| Price Trend ⓘ | 0.47 | 0.84 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.45% | 9.26% | 16.88% |
| Max Drawdown ⓘ | -4.73% | -4.73% | -9.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.73 | 0.43 |
| Calmar Ratio ⓘ | 0.37 | 1.86 | 1.16 |
| Sortino Ratio ⓘ | 0.22 | 1.34 | 0.67 |