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 ⓘ | 14.00% | 5.87% | 26.46% |
| Price Trend ⓘ | 0.63 | -0.04 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.95% | 18.27% | 30.52% |
| Max Drawdown ⓘ | -11.26% | -16.63% | -27.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 0.21 | 0.73 |
| Calmar Ratio ⓘ | 1.24 | 0.35 | 0.95 |
| Sortino Ratio ⓘ | 1.51 | 0.29 | 0.96 |