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 ⓘ | 11.66% | 0.65% | 12.45% |
| Price Trend ⓘ | 0.77 | 0.14 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.03% | 17.40% | 28.89% |
| Max Drawdown ⓘ | -6.11% | -16.69% | -16.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.82 | -0.07 | 0.29 |
| Calmar Ratio ⓘ | 1.91 | 0.04 | 0.75 |
| Sortino Ratio ⓘ | 1.98 | -0.14 | 0.52 |