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 ⓘ | 6.06% | 2.02% | 26.90% |
| Price Trend ⓘ | 0.87 | 0.67 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.43% | 20.83% | 24.64% |
| Max Drawdown ⓘ | -4.62% | -21.85% | -26.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | -0.00 | 0.91 |
| Calmar Ratio ⓘ | 1.31 | 0.09 | 1.03 |
| Sortino Ratio ⓘ | 0.89 | -0.01 | 1.34 |