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 ⓘ | 8.49% | 10.11% | 3.98% |
| Price Trend ⓘ | 0.68 | 0.73 | -0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.26% | 23.60% | 31.01% |
| Max Drawdown ⓘ | -7.41% | -17.23% | -28.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | 0.34 | -0.02 |
| Calmar Ratio ⓘ | 1.14 | 0.59 | 0.14 |
| Sortino Ratio ⓘ | 1.12 | 0.62 | -0.03 |