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 ⓘ | 14.33% | 10.80% | 4.80% |
| Price Trend ⓘ | 0.04 | 0.02 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.02% | 28.45% | 37.42% |
| Max Drawdown ⓘ | -17.84% | -17.84% | -18.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 0.31 | 0.02 |
| Calmar Ratio ⓘ | 0.80 | 0.61 | 0.26 |
| Sortino Ratio ⓘ | 0.77 | 0.47 | 0.03 |