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 ⓘ | 10.25% | 7.09% | 15.08% |
| Price Trend ⓘ | 0.59 | -0.01 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.23% | 25.93% | 47.19% |
| Max Drawdown ⓘ | -17.16% | -22.66% | -37.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | 0.20 | 0.23 |
| Calmar Ratio ⓘ | 0.60 | 0.31 | 0.40 |
| Sortino Ratio ⓘ | 1.10 | 0.35 | 0.37 |