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 ⓘ | 10.42% | 4.01% | 16.58% |
| Price Trend ⓘ | 0.48 | 0.38 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.78% | 14.60% | 25.36% |
| Max Drawdown ⓘ | -5.01% | -12.56% | -16.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 0.14 | 0.49 |
| Calmar Ratio ⓘ | 2.08 | 0.32 | 0.98 |
| Sortino Ratio ⓘ | 2.04 | 0.25 | 0.78 |