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 ⓘ | 8.40% | 7.49% | 29.92% |
| Price Trend ⓘ | 0.79 | 0.62 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.69% | 19.77% | 36.98% |
| Max Drawdown ⓘ | -10.74% | -12.58% | -28.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 0.28 | 0.70 |
| Calmar Ratio ⓘ | 0.78 | 0.60 | 1.06 |
| Sortino Ratio ⓘ | 0.54 | 0.32 | 0.88 |