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 ⓘ | 4.72% | 8.55% | 10.15% |
| Price Trend ⓘ | 0.07 | -0.50 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.85% | 22.62% | 32.13% |
| Max Drawdown ⓘ | -14.44% | -20.76% | -20.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 0.29 | 0.18 |
| Calmar Ratio ⓘ | 0.33 | 0.41 | 0.49 |
| Sortino Ratio ⓘ | 0.59 | 0.68 | 0.30 |