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 ⓘ | 6.70% | 6.49% | 41.82% |
| Price Trend ⓘ | 0.18 | 0.67 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.11% | 19.39% | 28.50% |
| Max Drawdown ⓘ | -11.59% | -14.10% | -14.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.23 | 1.32 |
| Calmar Ratio ⓘ | 0.58 | 0.46 | 2.97 |
| Sortino Ratio ⓘ | 0.64 | 0.36 | 1.77 |