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 ⓘ | 13.36% | 6.63% | 31.53% |
| Price Trend ⓘ | 0.70 | -0.23 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.83% | 21.64% | 34.74% |
| Max Drawdown ⓘ | -10.65% | -18.38% | -19.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | 0.22 | 0.79 |
| Calmar Ratio ⓘ | 1.26 | 0.36 | 1.64 |
| Sortino Ratio ⓘ | 1.21 | 0.34 | 1.15 |