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 ⓘ | 13.00% | 16.14% | 8.22% |
| Price Trend ⓘ | 0.72 | 0.40 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.59% | 16.61% | 28.90% |
| Max Drawdown ⓘ | -4.74% | -9.73% | -30.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 0.85 | 0.14 |
| Calmar Ratio ⓘ | 2.74 | 1.66 | 0.27 |
| Sortino Ratio ⓘ | 2.09 | 1.61 | 0.21 |