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 ⓘ | 3.27% | 12.62% | 7.70% |
| Price Trend ⓘ | 0.47 | 0.76 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.56% | 23.77% | 38.44% |
| Max Drawdown ⓘ | -14.97% | -14.97% | -28.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.44 | 0.09 |
| Calmar Ratio ⓘ | 0.22 | 0.84 | 0.27 |
| Sortino Ratio ⓘ | 0.17 | 0.59 | 0.11 |