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 ⓘ | 2.76% | 11.92% | 20.08% |
| Price Trend ⓘ | -0.11 | -0.50 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.85% | 16.19% | 25.24% |
| Max Drawdown ⓘ | -8.78% | -14.06% | -18.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 0.61 | 0.63 |
| Calmar Ratio ⓘ | 0.31 | 0.85 | 1.10 |
| Sortino Ratio ⓘ | 0.36 | 1.38 | 1.12 |