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 ⓘ | 9.79% | 6.84% | 22.97% |
| Price Trend ⓘ | 0.98 | 0.80 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.56% | 20.74% | 23.93% |
| Max Drawdown ⓘ | -2.39% | -22.85% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.33 | 0.23 | 0.77 |
| Calmar Ratio ⓘ | 4.09 | 0.30 | 1.01 |
| Sortino Ratio ⓘ | 1.97 | 0.30 | 1.00 |