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 ⓘ | 29.15% | 16.14% | 8.86% |
| Price Trend ⓘ | 0.63 | 0.56 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.86% | 30.53% | 39.25% |
| Max Drawdown ⓘ | -10.32% | -22.02% | -28.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | 0.46 | 0.12 |
| Calmar Ratio ⓘ | 2.83 | 0.73 | 0.31 |
| Sortino Ratio ⓘ | 4.00 | 0.81 | 0.21 |