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 ⓘ | 6.89% | 5.19% | 12.16% |
| Price Trend ⓘ | 0.17 | -0.13 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.07% | 27.09% | 42.03% |
| Max Drawdown ⓘ | -14.45% | -22.91% | -31.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.33 | 0.12 | 0.19 |
| Calmar Ratio ⓘ | 0.48 | 0.23 | 0.39 |
| Sortino Ratio ⓘ | 0.53 | 0.16 | 0.25 |