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 ⓘ | 3.64% | 6.57% | 32.09% |
| Price Trend ⓘ | 0.36 | 0.65 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.21% | 26.12% | 29.56% |
| Max Drawdown ⓘ | -9.34% | -28.19% | -30.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.17 | 0.93 |
| Calmar Ratio ⓘ | 0.39 | 0.23 | 1.06 |
| Sortino Ratio ⓘ | 0.54 | 0.24 | 1.32 |