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 ⓘ | 6.56% | 8.04% | 2.76% |
| Price Trend ⓘ | 0.64 | 0.57 | 0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.67% | 18.81% | 26.06% |
| Max Drawdown ⓘ | -5.86% | -11.49% | -19.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | 0.32 | -0.05 |
| Calmar Ratio ⓘ | 1.12 | 0.70 | 0.14 |
| Sortino Ratio ⓘ | 0.79 | 0.54 | -0.08 |