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% | 5.10% | 20.65% |
| Price Trend ⓘ | 0.97 | 0.78 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.54% | 20.63% | 24.02% |
| Max Drawdown ⓘ | -2.51% | -22.88% | -23.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.27 | 0.14 | 0.67 |
| Calmar Ratio ⓘ | 3.76 | 0.22 | 0.88 |
| Sortino Ratio ⓘ | 1.86 | 0.19 | 0.87 |