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 ⓘ | 7.27% | 20.58% | 21.59% |
| Price Trend ⓘ | 0.76 | 0.97 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.27% | 9.05% | 21.10% |
| Max Drawdown ⓘ | -5.83% | -5.83% | -20.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 2.05 | 0.82 |
| Calmar Ratio ⓘ | 1.25 | 3.53 | 1.04 |
| Sortino Ratio ⓘ | 1.16 | 2.77 | 1.08 |