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 ⓘ | 4.92% | 16.09% | 15.08% |
| Price Trend ⓘ | 0.62 | 0.78 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.92% | 17.63% | 29.18% |
| Max Drawdown ⓘ | -8.85% | -8.85% | -24.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | 0.80 | 0.37 |
| Calmar Ratio ⓘ | 0.56 | 1.82 | 0.61 |
| Sortino Ratio ⓘ | 0.47 | 1.12 | 0.47 |