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 ⓘ | 6.02% | 1.18% | 29.35% |
| Price Trend ⓘ | 0.73 | 0.60 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.40% | 21.41% | 25.13% |
| Max Drawdown ⓘ | -6.64% | -25.27% | -26.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | -0.04 | 0.99 |
| Calmar Ratio ⓘ | 0.91 | 0.05 | 1.11 |
| Sortino Ratio ⓘ | 0.77 | -0.07 | 1.49 |