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 ⓘ | 32.73% | 4.82% | 9.70% |
| Price Trend ⓘ | 0.91 | 0.56 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.91% | 23.11% | 40.90% |
| Max Drawdown ⓘ | -6.15% | -24.72% | -29.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | 0.13 | 0.14 |
| Calmar Ratio ⓘ | 5.32 | 0.20 | 0.33 |
| Sortino Ratio ⓘ | 4.96 | 0.23 | 0.19 |