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 ⓘ | 6.37% | 13.51% | 7.53% |
| Price Trend ⓘ | 0.36 | 0.55 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.73% | 18.78% | 26.41% |
| Max Drawdown ⓘ | -11.49% | -11.49% | -19.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.61 | 0.12 |
| Calmar Ratio ⓘ | 0.55 | 1.18 | 0.38 |
| Sortino Ratio ⓘ | 0.67 | 1.04 | 0.20 |