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 ⓘ | 9.77% | 6.52% | 19.93% |
| Price Trend ⓘ | 0.97 | 0.77 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.73% | 17.85% | 20.20% |
| Max Drawdown ⓘ | -2.48% | -19.80% | -19.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.52 | 0.25 | 0.76 |
| Calmar Ratio ⓘ | 3.93 | 0.33 | 1.01 |
| Sortino Ratio ⓘ | 2.17 | 0.33 | 0.97 |