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 ⓘ | 8.52% | 5.86% | 20.37% |
| Price Trend ⓘ | 0.96 | 0.73 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.33% | 16.85% | 19.10% |
| Max Drawdown ⓘ | -2.72% | -19.06% | -19.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.40 | 0.22 | 0.83 |
| Calmar Ratio ⓘ | 3.13 | 0.31 | 1.07 |
| Sortino Ratio ⓘ | 2.10 | 0.29 | 1.03 |