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 ⓘ | 4.01% | 5.73% | 10.13% |
| Price Trend ⓘ | 0.89 | 0.19 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.20% | 15.24% | 21.06% |
| Max Drawdown ⓘ | -6.59% | -14.12% | -14.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | 0.24 | 0.26 |
| Calmar Ratio ⓘ | 0.61 | 0.41 | 0.72 |
| Sortino Ratio ⓘ | 0.37 | 0.31 | 0.33 |