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 ⓘ | 14.25% | 3.27% | 7.52% |
| Price Trend ⓘ | 0.83 | 0.37 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.94% | 25.83% | 42.51% |
| Max Drawdown ⓘ | -8.40% | -23.14% | -29.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.05 | 0.08 |
| Calmar Ratio ⓘ | 1.70 | 0.14 | 0.25 |
| Sortino Ratio ⓘ | 1.15 | 0.06 | 0.10 |