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 ⓘ | 28.08% | -2.31% | 28.69% |
| Price Trend ⓘ | 0.82 | 0.35 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.54% | 20.91% | 37.52% |
| Max Drawdown ⓘ | -9.02% | -24.54% | -25.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.75 | -0.20 | 0.66 |
| Calmar Ratio ⓘ | 3.11 | -0.09 | 1.14 |
| Sortino Ratio ⓘ | 3.98 | -0.31 | 0.90 |