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 ⓘ | 22.73% | 4.15% | 8.06% |
| Price Trend ⓘ | 0.96 | -0.10 | -0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.07% | 12.46% | 19.54% |
| Max Drawdown ⓘ | -5.30% | -19.19% | -19.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.40 | 0.18 | 0.20 |
| Calmar Ratio ⓘ | 4.29 | 0.22 | 0.42 |
| Sortino Ratio ⓘ | 3.10 | 0.27 | 0.29 |