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 ⓘ | 26.43% | 37.60% | 5.54% |
| Price Trend ⓘ | 0.95 | 0.96 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.61% | 17.71% | 30.14% |
| Max Drawdown ⓘ | -5.12% | -6.01% | -29.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.20 | 2.01 | 0.05 |
| Calmar Ratio ⓘ | 5.16 | 6.25 | 0.19 |
| Sortino Ratio ⓘ | 3.48 | 3.68 | 0.06 |