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 ⓘ | 14.28% | 10.53% | 28.92% |
| Price Trend ⓘ | 0.19 | -0.06 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.48% | 21.17% | 37.75% |
| Max Drawdown ⓘ | -14.64% | -14.64% | -34.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 0.40 | 0.65 |
| Calmar Ratio ⓘ | 0.98 | 0.72 | 0.84 |
| Sortino Ratio ⓘ | 1.33 | 0.54 | 1.00 |