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 ⓘ | 10.78% | 7.52% | 25.42% |
| Price Trend ⓘ | 0.97 | 0.77 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.18% | 20.53% | 24.12% |
| Max Drawdown ⓘ | -2.51% | -22.77% | -22.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | 0.26 | 0.87 |
| Calmar Ratio ⓘ | 4.30 | 0.33 | 1.12 |
| Sortino Ratio ⓘ | 2.56 | 0.35 | 1.13 |