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 ⓘ | 28.10% | 13.46% | 9.59% |
| Price Trend ⓘ | 0.84 | 0.58 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.29% | 30.09% | 44.62% |
| Max Drawdown ⓘ | -8.33% | -19.32% | -33.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.38 | 0.12 |
| Calmar Ratio ⓘ | 3.37 | 0.70 | 0.28 |
| Sortino Ratio ⓘ | 2.51 | 0.70 | 0.20 |