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 ⓘ | 8.96% | 5.19% | 10.76% |
| Price Trend ⓘ | 0.73 | -0.32 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.45% | 11.58% | 17.23% |
| Max Drawdown ⓘ | -7.72% | -14.99% | -14.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 0.28 | 0.39 |
| Calmar Ratio ⓘ | 1.16 | 0.35 | 0.72 |
| Sortino Ratio ⓘ | 1.42 | 0.49 | 0.60 |