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 ⓘ | 22.73% | 4.77% | 23.21% |
| Price Trend ⓘ | 0.85 | -0.03 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.14% | 21.77% | 29.96% |
| Max Drawdown ⓘ | -9.70% | -22.90% | -22.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.44 | 0.13 | 0.63 |
| Calmar Ratio ⓘ | 2.34 | 0.21 | 1.01 |
| Sortino Ratio ⓘ | 2.51 | 0.17 | 0.76 |