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 ⓘ | 11.22% | 2.04% | 15.24% |
| Price Trend ⓘ | 0.49 | 0.42 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.14% | 19.57% | 31.74% |
| Max Drawdown ⓘ | -11.68% | -15.13% | -23.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 0.01 | 0.35 |
| Calmar Ratio ⓘ | 0.96 | 0.13 | 0.65 |
| Sortino Ratio ⓘ | 0.85 | 0.01 | 0.42 |