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 ⓘ | 11.36% | 16.40% | 13.62% |
| Price Trend ⓘ | 0.23 | 0.60 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.49% | 22.40% | 37.37% |
| Max Drawdown ⓘ | -17.11% | -17.11% | -36.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.63 | 0.64 | 0.25 |
| Calmar Ratio ⓘ | 0.66 | 0.96 | 0.38 |
| Sortino Ratio ⓘ | 1.04 | 1.00 | 0.34 |