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 ⓘ | 1.63% | 4.38% | 14.71% |
| Price Trend ⓘ | 0.81 | 0.57 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.24% | 9.45% | 19.11% |
| Max Drawdown ⓘ | -4.79% | -5.58% | -15.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.09 | 0.25 | 0.55 |
| Calmar Ratio ⓘ | 0.34 | 0.79 | 0.95 |
| Sortino Ratio ⓘ | 0.13 | 0.35 | 0.67 |