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 ⓘ | 9.56% | 7.31% | 27.26% |
| Price Trend ⓘ | 0.90 | 0.74 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.56% | 27.33% | 31.59% |
| Max Drawdown ⓘ | -5.67% | -26.27% | -26.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | 0.19 | 0.72 |
| Calmar Ratio ⓘ | 1.69 | 0.28 | 1.02 |
| Sortino Ratio ⓘ | 1.23 | 0.23 | 0.91 |