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 ⓘ | 8.00% | 2.27% | 15.86% |
| Price Trend ⓘ | 0.68 | 0.33 | -0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.96% | 17.43% | 22.22% |
| Max Drawdown ⓘ | -7.39% | -14.91% | -21.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 0.01 | 0.51 |
| Calmar Ratio ⓘ | 1.08 | 0.15 | 0.73 |
| Sortino Ratio ⓘ | 1.18 | 0.02 | 0.83 |