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 ⓘ | 1.14% | 4.31% | 15.87% |
| Price Trend ⓘ | 0.51 | 0.82 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.22% | 16.92% | 25.55% |
| Max Drawdown ⓘ | -6.33% | -10.23% | -11.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 0.13 | 0.44 |
| Calmar Ratio ⓘ | 0.18 | 0.42 | 1.33 |
| Sortino Ratio ⓘ | 0.01 | 0.21 | 0.81 |