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 ⓘ | 13.97% | 3.84% | 28.73% |
| Price Trend ⓘ | 0.67 | 0.06 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.11% | 21.97% | 35.43% |
| Max Drawdown ⓘ | -9.84% | -19.62% | -19.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.09 | 0.70 |
| Calmar Ratio ⓘ | 1.42 | 0.20 | 1.46 |
| Sortino Ratio ⓘ | 1.69 | 0.15 | 1.25 |