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 ⓘ | 11.65% | 12.10% | 45.99% |
| Price Trend ⓘ | 0.77 | 0.35 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.58% | 22.32% | 27.47% |
| Max Drawdown ⓘ | -5.63% | -14.69% | -14.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | 0.45 | 1.51 |
| Calmar Ratio ⓘ | 2.07 | 0.82 | 3.13 |
| Sortino Ratio ⓘ | 1.43 | 0.62 | 2.08 |