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 ⓘ | 9.06% | 9.95% | 43.22% |
| Price Trend ⓘ | 0.87 | 0.74 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.63% | 16.17% | 21.94% |
| Max Drawdown ⓘ | -4.17% | -12.98% | -12.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.48 | 1.76 |
| Calmar Ratio ⓘ | 2.17 | 0.77 | 3.33 |
| Sortino Ratio ⓘ | 1.53 | 0.68 | 2.76 |