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 ⓘ | 6.12% | 4.91% | 6.55% |
| Price Trend ⓘ | -0.07 | -0.52 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.68% | 15.69% | 24.52% |
| Max Drawdown ⓘ | -9.26% | -14.29% | -14.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.19 | 0.10 |
| Calmar Ratio ⓘ | 0.66 | 0.34 | 0.46 |
| Sortino Ratio ⓘ | 0.92 | 0.34 | 0.17 |