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 ⓘ | 6.89% | 1.18% | 8.43% |
| Price Trend ⓘ | 0.88 | 0.58 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.56% | 15.83% | 22.67% |
| Max Drawdown ⓘ | -6.68% | -9.38% | -17.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | -0.06 | 0.17 |
| Calmar Ratio ⓘ | 1.03 | 0.13 | 0.49 |
| Sortino Ratio ⓘ | 0.96 | -0.08 | 0.21 |