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 ⓘ | 3.52% | 8.75% | 21.09% |
| Price Trend ⓘ | -0.14 | 0.17 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.99% | 10.56% | 17.51% |
| Max Drawdown ⓘ | -7.02% | -7.02% | -10.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | 0.64 | 0.97 |
| Calmar Ratio ⓘ | 0.50 | 1.24 | 2.07 |
| Sortino Ratio ⓘ | 0.42 | 0.98 | 1.39 |