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 ⓘ | 4.99% | 20.65% | 4.70% |
| Price Trend ⓘ | 0.18 | 0.90 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.01% | 13.58% | 23.14% |
| Max Drawdown ⓘ | -8.48% | -8.48% | -27.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 1.37 | 0.02 |
| Calmar Ratio ⓘ | 0.59 | 2.44 | 0.17 |
| Sortino Ratio ⓘ | 0.63 | 2.36 | 0.03 |