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 ⓘ | 11.80% | 6.61% | 14.91% |
| Price Trend ⓘ | 0.81 | -0.13 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.68% | 17.36% | 25.39% |
| Max Drawdown ⓘ | -9.48% | -16.83% | -16.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 0.27 | 0.43 |
| Calmar Ratio ⓘ | 1.24 | 0.39 | 0.89 |
| Sortino Ratio ⓘ | 1.72 | 0.44 | 0.63 |