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 ⓘ | 5.77% | 1.45% | 11.08% |
| Price Trend ⓘ | 0.88 | 0.29 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.87% | 20.37% | 33.71% |
| Max Drawdown ⓘ | -8.03% | -14.90% | -26.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | -0.03 | 0.21 |
| Calmar Ratio ⓘ | 0.72 | 0.10 | 0.42 |
| Sortino Ratio ⓘ | 0.38 | -0.04 | 0.26 |