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 ⓘ | 15.25% | 9.33% | 4.21% |
| Price Trend ⓘ | 0.91 | 0.54 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.42% | 22.76% | 28.13% |
| Max Drawdown ⓘ | -5.67% | -16.37% | -30.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 0.32 | -0.01 |
| Calmar Ratio ⓘ | 2.69 | 0.57 | 0.14 |
| Sortino Ratio ⓘ | 1.98 | 0.53 | -0.02 |