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 ⓘ | 16.08% | 3.30% | 11.25% |
| Price Trend ⓘ | 0.87 | 0.42 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.43% | 16.89% | 25.49% |
| Max Drawdown ⓘ | -8.48% | -19.18% | -19.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.13 | 0.08 | 0.28 |
| Calmar Ratio ⓘ | 1.90 | 0.17 | 0.59 |
| Sortino Ratio ⓘ | 1.54 | 0.13 | 0.46 |