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 ⓘ | 13.01% | 7.19% | 30.01% |
| Price Trend ⓘ | 0.79 | 0.03 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.80% | 24.21% | 37.82% |
| Max Drawdown ⓘ | -9.42% | -18.36% | -18.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.21 | 0.68 |
| Calmar Ratio ⓘ | 1.38 | 0.39 | 1.63 |
| Sortino Ratio ⓘ | 1.21 | 0.27 | 0.78 |