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 ⓘ | 9.40% | 9.13% | 27.68% |
| Price Trend ⓘ | 0.88 | 0.84 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.23% | 14.56% | 21.86% |
| Max Drawdown ⓘ | -7.31% | -9.65% | -9.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.50 | 1.09 |
| Calmar Ratio ⓘ | 1.29 | 0.95 | 2.85 |
| Sortino Ratio ⓘ | 1.18 | 0.64 | 1.44 |