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 ⓘ | 28.56% | 4.16% | 11.87% |
| Price Trend ⓘ | 0.91 | -0.47 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.57% | 16.03% | 23.04% |
| Max Drawdown ⓘ | -3.41% | -25.45% | -25.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.61 | 0.14 | 0.34 |
| Calmar Ratio ⓘ | 8.38 | 0.16 | 0.47 |
| Sortino Ratio ⓘ | 6.71 | 0.18 | 0.38 |