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 ⓘ | 18.89% | 7.74% | 25.93% |
| Price Trend ⓘ | 0.67 | -0.28 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.27% | 23.20% | 30.25% |
| Max Drawdown ⓘ | -5.34% | -20.90% | -20.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 0.25 | 0.73 |
| Calmar Ratio ⓘ | 3.54 | 0.37 | 1.24 |
| Sortino Ratio ⓘ | 2.94 | 0.34 | 0.95 |