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 ⓘ | 6.66% | 47.29% | 6.60% |
| Price Trend ⓘ | 0.51 | 0.67 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.74% | 23.61% | 37.65% |
| Max Drawdown ⓘ | -11.04% | -11.98% | -33.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | 1.92 | 0.06 |
| Calmar Ratio ⓘ | 0.60 | 3.95 | 0.20 |
| Sortino Ratio ⓘ | 0.56 | 3.18 | 0.09 |