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 ⓘ | 23.41% | 8.21% | 32.98% |
| Price Trend ⓘ | 0.89 | -0.05 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.16% | 16.03% | 21.35% |
| Max Drawdown ⓘ | -6.08% | -16.39% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.01 | 0.39 | 1.35 |
| Calmar Ratio ⓘ | 3.85 | 0.50 | 2.01 |
| Sortino Ratio ⓘ | 2.54 | 0.44 | 1.66 |