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 ⓘ | 18.37% | 17.11% | -0.16% |
| Price Trend ⓘ | 0.87 | 0.79 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.25% | 16.78% | 31.18% |
| Max Drawdown ⓘ | -4.71% | -9.24% | -28.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.32 | 0.91 | -0.14 |
| Calmar Ratio ⓘ | 3.90 | 1.85 | -0.01 |
| Sortino Ratio ⓘ | 3.64 | 2.04 | -0.15 |