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 ⓘ | 17.43% | 5.07% | 40.32% |
| Price Trend ⓘ | 0.88 | 0.72 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.59% | 32.19% | 36.59% |
| Max Drawdown ⓘ | -5.81% | -31.07% | -34.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 0.09 | 0.98 |
| Calmar Ratio ⓘ | 3.00 | 0.16 | 1.18 |
| Sortino Ratio ⓘ | 2.62 | 0.16 | 1.57 |