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 ⓘ | 11.17% | 3.20% | 17.53% |
| Price Trend ⓘ | 0.79 | 0.67 | 0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.48% | 24.60% | 34.17% |
| Max Drawdown ⓘ | -8.50% | -25.33% | -32.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | 0.04 | 0.38 |
| Calmar Ratio ⓘ | 1.31 | 0.13 | 0.54 |
| Sortino Ratio ⓘ | 1.20 | 0.05 | 0.54 |