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 ⓘ | 20.37% | 7.15% | 26.46% |
| Price Trend ⓘ | 0.96 | 0.42 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.90% | 18.34% | 25.77% |
| Max Drawdown ⓘ | -3.53% | -18.50% | -20.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 0.28 | 0.87 |
| Calmar Ratio ⓘ | 5.78 | 0.39 | 1.28 |
| Sortino Ratio ⓘ | 3.26 | 0.30 | 0.96 |