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 ⓘ | 20.73% | 22.86% | 3.19% |
| Price Trend ⓘ | 0.86 | 0.80 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.53% | 18.64% | 29.25% |
| Max Drawdown ⓘ | -9.36% | -11.21% | -26.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.46 | 1.12 | -0.03 |
| Calmar Ratio ⓘ | 2.22 | 2.04 | 0.12 |
| Sortino Ratio ⓘ | 2.45 | 2.13 | -0.05 |