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 ⓘ | 15.99% | 22.23% | 2.69% |
| Price Trend ⓘ | 0.85 | 0.95 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.47% | 13.43% | 30.30% |
| Max Drawdown ⓘ | -4.20% | -6.11% | -31.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.58 | 1.50 | -0.05 |
| Calmar Ratio ⓘ | 3.80 | 3.64 | 0.09 |
| Sortino Ratio ⓘ | 3.49 | 2.83 | -0.05 |