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% | 7.22% | 22.82% |
| Price Trend ⓘ | 0.98 | 0.80 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.86% | 21.32% | 24.63% |
| Max Drawdown ⓘ | -2.45% | -23.36% | -23.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.24 | 0.74 |
| Calmar Ratio ⓘ | 4.19 | 0.31 | 0.98 |
| Sortino Ratio ⓘ | 2.05 | 0.32 | 0.98 |