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 ⓘ | 5.19% | 12.09% | 5.86% |
| Price Trend ⓘ | 0.54 | 0.77 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.58% | 24.23% | 32.75% |
| Max Drawdown ⓘ | -10.10% | -10.10% | -24.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 0.42 | 0.05 |
| Calmar Ratio ⓘ | 0.51 | 1.20 | 0.24 |
| Sortino Ratio ⓘ | 0.45 | 0.82 | 0.08 |