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 ⓘ | 4.59% | 3.69% | 6.53% |
| Price Trend ⓘ | 0.48 | 0.56 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.52% | 15.21% | 18.40% |
| Max Drawdown ⓘ | -4.14% | -12.01% | -14.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 0.10 | 0.11 |
| Calmar Ratio ⓘ | 1.11 | 0.31 | 0.44 |
| Sortino Ratio ⓘ | 0.90 | 0.14 | 0.15 |