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 ⓘ | 14.27% | 4.51% | 24.25% |
| Price Trend ⓘ | 0.96 | 0.68 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.65% | 33.47% | 37.64% |
| Max Drawdown ⓘ | -4.91% | -35.21% | -35.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 0.07 | 0.52 |
| Calmar Ratio ⓘ | 2.90 | 0.13 | 0.69 |
| Sortino Ratio ⓘ | 1.89 | 0.09 | 0.66 |