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 ⓘ | 6.28% | 20.41% | 21.23% |
| Price Trend ⓘ | 0.50 | 0.91 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.16% | 14.23% | 25.89% |
| Max Drawdown ⓘ | -8.12% | -8.12% | -23.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 1.29 | 0.66 |
| Calmar Ratio ⓘ | 0.77 | 2.51 | 0.89 |
| Sortino Ratio ⓘ | 0.62 | 1.75 | 0.90 |