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 ⓘ | 4.74% | 3.82% | 10.40% |
| Price Trend ⓘ | 0.39 | -0.50 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.36% | 8.25% | 14.09% |
| Max Drawdown ⓘ | -5.18% | -8.53% | -8.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 0.22 | 0.44 |
| Calmar Ratio ⓘ | 0.91 | 0.45 | 1.22 |
| Sortino Ratio ⓘ | 1.07 | 0.38 | 0.67 |