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 ⓘ | 18.06% | 5.82% | 34.90% |
| Price Trend ⓘ | 0.84 | 0.51 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.38% | 13.64% | 20.76% |
| Max Drawdown ⓘ | -6.05% | -13.58% | -13.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.65 | 0.28 | 1.48 |
| Calmar Ratio ⓘ | 2.98 | 0.43 | 2.57 |
| Sortino Ratio ⓘ | 3.31 | 0.49 | 2.29 |