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 ⓘ | 31.45% | 23.73% | 8.02% |
| Price Trend ⓘ | 0.97 | 0.68 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.61% | 20.05% | 29.12% |
| Max Drawdown ⓘ | -6.70% | -11.85% | -29.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.09 | 1.08 | 0.13 |
| Calmar Ratio ⓘ | 4.69 | 2.00 | 0.27 |
| Sortino Ratio ⓘ | 4.30 | 1.83 | 0.19 |