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 ⓘ | 22.05% | 7.51% | 9.30% |
| Price Trend ⓘ | 0.90 | 0.43 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.46% | 24.21% | 42.09% |
| Max Drawdown ⓘ | -8.52% | -14.92% | -30.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 0.23 | 0.12 |
| Calmar Ratio ⓘ | 2.59 | 0.50 | 0.30 |
| Sortino Ratio ⓘ | 2.11 | 0.40 | 0.18 |