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 ⓘ | 11.72% | 8.40% | 19.17% |
| Price Trend ⓘ | 0.96 | 0.82 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.42% | 23.43% | 28.06% |
| Max Drawdown ⓘ | -2.94% | -25.66% | -25.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.43 | 0.27 | 0.52 |
| Calmar Ratio ⓘ | 3.99 | 0.33 | 0.75 |
| Sortino Ratio ⓘ | 2.36 | 0.36 | 0.68 |