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 ⓘ | 8.22% | 16.71% | 2.19% |
| Price Trend ⓘ | 0.80 | 0.73 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.29% | 11.84% | 18.71% |
| Max Drawdown ⓘ | -5.10% | -5.63% | -14.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | 1.25 | -0.10 |
| Calmar Ratio ⓘ | 1.61 | 2.97 | 0.16 |
| Sortino Ratio ⓘ | 1.66 | 1.88 | -0.16 |