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 ⓘ | 21.19% | 3.33% | 4.81% |
| Price Trend ⓘ | 0.83 | -0.05 | -0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.36% | 23.21% | 36.06% |
| Max Drawdown ⓘ | -9.23% | -23.02% | -29.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 0.06 | 0.02 |
| Calmar Ratio ⓘ | 2.29 | 0.14 | 0.16 |
| Sortino Ratio ⓘ | 1.94 | 0.09 | 0.02 |