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 ⓘ | 12.96% | 5.30% | 41.92% |
| Price Trend ⓘ | 0.41 | -0.47 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.23% | 21.49% | 37.92% |
| Max Drawdown ⓘ | -19.80% | -24.54% | -26.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.70 | 0.15 | 1.00 |
| Calmar Ratio ⓘ | 0.65 | 0.22 | 1.57 |
| Sortino Ratio ⓘ | 1.02 | 0.23 | 1.39 |