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 ⓘ | 4.71% | 1.60% | 4.46% |
| Price Trend ⓘ | 0.01 | 0.27 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.77% | 16.30% | 27.38% |
| Max Drawdown ⓘ | -12.36% | -12.36% | -12.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | -0.03 | 0.01 |
| Calmar Ratio ⓘ | 0.38 | 0.13 | 0.36 |
| Sortino Ratio ⓘ | 0.41 | -0.03 | 0.01 |