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 ⓘ | 15.30% | 2.09% | 21.37% |
| Price Trend ⓘ | 0.53 | -0.38 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.10% | 18.27% | 28.22% |
| Max Drawdown ⓘ | -7.08% | -15.96% | -18.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.09 | 0.01 | 0.61 |
| Calmar Ratio ⓘ | 2.16 | 0.13 | 1.15 |
| Sortino Ratio ⓘ | 1.53 | 0.01 | 0.98 |