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 ⓘ | 10.25% | 5.01% | 40.51% |
| Price Trend ⓘ | 0.88 | 0.84 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.52% | 20.66% | 27.48% |
| Max Drawdown ⓘ | -4.47% | -24.20% | -24.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.08 | 0.14 | 1.31 |
| Calmar Ratio ⓘ | 2.30 | 0.21 | 1.66 |
| Sortino Ratio ⓘ | 1.54 | 0.17 | 1.71 |