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 ⓘ | 28.93% | 16.42% | 14.44% |
| Price Trend ⓘ | 0.96 | 0.66 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.20% | 16.81% | 26.36% |
| Max Drawdown ⓘ | -5.01% | -14.81% | -26.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.29 | 0.86 | 0.39 |
| Calmar Ratio ⓘ | 5.77 | 1.11 | 0.54 |
| Sortino Ratio ⓘ | 5.18 | 1.33 | 0.55 |