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 ⓘ | 28.87% | 3.63% | 49.29% |
| Price Trend ⓘ | 0.80 | -0.27 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.40% | 29.63% | 41.33% |
| Max Drawdown ⓘ | -12.45% | -28.16% | -32.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 0.06 | 1.09 |
| Calmar Ratio ⓘ | 2.32 | 0.13 | 1.52 |
| Sortino Ratio ⓘ | 2.15 | 0.09 | 1.60 |