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 ⓘ | 3.47% | 6.59% | 28.45% |
| Price Trend ⓘ | 0.01 | 0.33 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.22% | 13.52% | 25.57% |
| Max Drawdown ⓘ | -7.31% | -10.22% | -18.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 0.35 | 0.95 |
| Calmar Ratio ⓘ | 0.47 | 0.65 | 1.57 |
| Sortino Ratio ⓘ | 0.40 | 0.48 | 1.27 |