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 ⓘ | 4.29% | 27.68% | 9.14% |
| Price Trend ⓘ | -0.14 | 0.79 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 20.08% | 27.97% |
| Max Drawdown ⓘ | -14.17% | -14.17% | -28.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | 1.27 | 0.16 |
| Calmar Ratio ⓘ | 0.30 | 1.95 | 0.32 |
| Sortino Ratio ⓘ | 0.34 | 1.50 | 0.20 |