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 ⓘ | 10.40% | 8.59% | 16.75% |
| Price Trend ⓘ | 0.56 | -0.04 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.21% | 25.97% | 47.21% |
| Max Drawdown ⓘ | -17.16% | -22.66% | -37.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.49 | 0.25 | 0.27 |
| Calmar Ratio ⓘ | 0.61 | 0.38 | 0.45 |
| Sortino Ratio ⓘ | 1.11 | 0.46 | 0.42 |