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 ⓘ | 4.24% | 11.50% | 10.72% |
| Price Trend ⓘ | 0.52 | 0.72 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.06% | 12.30% | 24.17% |
| Max Drawdown ⓘ | -8.68% | -8.68% | -24.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | 0.77 | 0.27 |
| Calmar Ratio ⓘ | 0.49 | 1.32 | 0.44 |
| Sortino Ratio ⓘ | 0.57 | 1.20 | 0.41 |