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 ⓘ | 2.33% | 9.84% | 7.91% |
| Price Trend ⓘ | 0.75 | 0.71 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.23% | 14.24% | 18.78% |
| Max Drawdown ⓘ | -5.10% | -9.85% | -14.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | 0.54 | 0.18 |
| Calmar Ratio ⓘ | 0.46 | 1.00 | 0.53 |
| Sortino Ratio ⓘ | 0.24 | 0.97 | 0.28 |