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 ⓘ | 4.64% | 21.27% | 8.20% |
| Price Trend ⓘ | 0.12 | 0.87 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.05% | 26.07% | 32.42% |
| Max Drawdown ⓘ | -13.17% | -13.17% | -22.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | 0.73 | 0.11 |
| Calmar Ratio ⓘ | 0.35 | 1.61 | 0.36 |
| Sortino Ratio ⓘ | 0.37 | 1.22 | 0.17 |