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 ⓘ | 2.91% | 14.02% | 19.50% |
| Price Trend ⓘ | -0.47 | 0.81 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.66% | 9.14% | 19.07% |
| Max Drawdown ⓘ | -7.58% | -7.58% | -17.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | 1.31 | 0.80 |
| Calmar Ratio ⓘ | 0.38 | 1.85 | 1.08 |
| Sortino Ratio ⓘ | 0.51 | 2.63 | 1.07 |