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 ⓘ | 6.40% | 9.89% | 4.46% |
| Price Trend ⓘ | 0.70 | 0.60 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.19% | 13.52% | 18.36% |
| Max Drawdown ⓘ | -4.38% | -10.20% | -19.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 0.58 | -0.00 |
| Calmar Ratio ⓘ | 1.46 | 0.97 | 0.23 |
| Sortino Ratio ⓘ | 0.92 | 0.80 | -0.01 |