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 ⓘ | 40.25% | 22.26% | 8.59% |
| Price Trend ⓘ | 0.96 | 0.56 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.72% | 19.73% | 27.12% |
| Max Drawdown ⓘ | -5.45% | -16.98% | -30.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.67 | 1.04 | 0.17 |
| Calmar Ratio ⓘ | 7.39 | 1.31 | 0.28 |
| Sortino Ratio ⓘ | 5.46 | 1.46 | 0.21 |