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 ⓘ | 15.82% | 9.08% | 43.20% |
| Price Trend ⓘ | 0.88 | 0.55 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.96% | 17.87% | 28.43% |
| Max Drawdown ⓘ | -5.37% | -11.64% | -17.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 0.40 | 1.38 |
| Calmar Ratio ⓘ | 2.94 | 0.78 | 2.48 |
| Sortino Ratio ⓘ | 1.96 | 0.57 | 2.03 |