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 ⓘ | 5.96% | 13.05% | 10.44% |
| Price Trend ⓘ | 0.16 | -0.28 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.39% | 18.82% | 28.82% |
| Max Drawdown ⓘ | -9.82% | -16.69% | -22.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 0.59 | 0.22 |
| Calmar Ratio ⓘ | 0.61 | 0.78 | 0.46 |
| Sortino Ratio ⓘ | 0.86 | 1.27 | 0.38 |