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 ⓘ | 7.90% | 5.30% | 17.21% |
| Price Trend ⓘ | 0.96 | 0.76 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.29% | 16.74% | 18.84% |
| Max Drawdown ⓘ | -2.38% | -18.72% | -18.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.29 | 0.19 | 0.67 |
| Calmar Ratio ⓘ | 3.32 | 0.28 | 0.92 |
| Sortino Ratio ⓘ | 1.98 | 0.25 | 0.84 |