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 ⓘ | 7.62% | 5.74% | 5.03% |
| Price Trend ⓘ | 0.70 | 0.10 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.15% | 14.86% | 21.89% |
| Max Drawdown ⓘ | -7.79% | -9.50% | -12.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | 0.26 | 0.04 |
| Calmar Ratio ⓘ | 0.98 | 0.60 | 0.41 |
| Sortino Ratio ⓘ | 0.70 | 0.37 | 0.06 |