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 ⓘ | 4.18% | 19.05% | 19.62% |
| Price Trend ⓘ | 0.34 | 0.88 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.00% | 12.15% | 25.75% |
| Max Drawdown ⓘ | -10.22% | -10.22% | -24.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | 1.40 | 0.60 |
| Calmar Ratio ⓘ | 0.41 | 1.86 | 0.81 |
| Sortino Ratio ⓘ | 0.43 | 1.91 | 0.79 |