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 ⓘ | 1.70% | 9.39% | 17.30% |
| Price Trend ⓘ | 0.16 | 0.87 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.70% | 10.35% | 23.36% |
| Max Drawdown ⓘ | -7.49% | -7.49% | -23.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 0.72 | 0.56 |
| Calmar Ratio ⓘ | 0.23 | 1.25 | 0.75 |
| Sortino Ratio ⓘ | 0.13 | 0.91 | 0.74 |