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 ⓘ | 9.10% | 22.58% | 20.64% |
| Price Trend ⓘ | 0.26 | 0.85 | 0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.90% | 20.47% | 37.23% |
| Max Drawdown ⓘ | -10.81% | -10.81% | -42.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | 1.00 | 0.44 |
| Calmar Ratio ⓘ | 0.84 | 2.09 | 0.48 |
| Sortino Ratio ⓘ | 0.71 | 1.35 | 0.48 |