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 ⓘ | 15.71% | 1.64% | 26.07% |
| Price Trend ⓘ | 0.93 | 0.56 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.22% | 32.06% | 38.21% |
| Max Drawdown ⓘ | -5.90% | -28.04% | -39.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.03 | -0.01 | 0.56 |
| Calmar Ratio ⓘ | 2.66 | 0.06 | 0.67 |
| Sortino Ratio ⓘ | 1.96 | -0.02 | 0.81 |