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 ⓘ | 9.42% | 24.32% | 19.53% |
| Price Trend ⓘ | 0.94 | 0.97 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.84% | 11.53% | 19.22% |
| Max Drawdown ⓘ | -5.46% | -5.46% | -14.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.08 | 1.94 | 0.80 |
| Calmar Ratio ⓘ | 1.73 | 4.45 | 1.31 |
| Sortino Ratio ⓘ | 2.19 | 3.98 | 1.14 |