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 ⓘ | 2.42% | 6.94% | 15.99% |
| Price Trend ⓘ | -0.15 | 0.73 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.97% | 18.28% | 29.80% |
| Max Drawdown ⓘ | -11.84% | -11.84% | -22.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 0.27 | 0.40 |
| Calmar Ratio ⓘ | 0.20 | 0.59 | 0.72 |
| Sortino Ratio ⓘ | 0.16 | 0.40 | 0.49 |