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 ⓘ | 29.45% | 32.74% | 10.29% |
| Price Trend ⓘ | 0.93 | 0.91 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.12% | 19.26% | 28.84% |
| Max Drawdown ⓘ | -4.91% | -9.35% | -29.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.17 | 1.60 | 0.22 |
| Calmar Ratio ⓘ | 6.00 | 3.50 | 0.34 |
| Sortino Ratio ⓘ | 5.09 | 3.14 | 0.32 |