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 ⓘ | 24.86% | 12.93% | 7.48% |
| Price Trend ⓘ | 0.84 | 0.07 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.03% | 23.79% | 38.27% |
| Max Drawdown ⓘ | -8.27% | -18.63% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.33 | 0.46 | 0.09 |
| Calmar Ratio ⓘ | 3.01 | 0.69 | 0.27 |
| Sortino Ratio ⓘ | 2.66 | 0.71 | 0.12 |