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 ⓘ | 10.84% | 4.63% | 2.87% |
| Price Trend ⓘ | 0.88 | 0.49 | -0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.45% | 12.82% | 18.50% |
| Max Drawdown ⓘ | -4.04% | -12.76% | -18.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 0.21 | -0.06 |
| Calmar Ratio ⓘ | 2.68 | 0.36 | 0.16 |
| Sortino Ratio ⓘ | 1.66 | 0.28 | -0.09 |