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 ⓘ | 15.39% | 8.73% | 9.49% |
| Price Trend ⓘ | 0.98 | 0.73 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.43% | 18.26% | 25.33% |
| Max Drawdown ⓘ | -2.46% | -20.35% | -27.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.52 | 0.36 | 0.20 |
| Calmar Ratio ⓘ | 6.25 | 0.43 | 0.35 |
| Sortino Ratio ⓘ | 2.99 | 0.55 | 0.28 |