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 ⓘ | 11.56% | 16.34% | 5.78% |
| Price Trend ⓘ | 0.77 | 0.85 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.99% | 34.57% | 45.06% |
| Max Drawdown ⓘ | -8.42% | -25.69% | -30.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | 0.41 | 0.03 |
| Calmar Ratio ⓘ | 1.37 | 0.64 | 0.19 |
| Sortino Ratio ⓘ | 0.67 | 0.59 | 0.03 |