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 ⓘ | 13.47% | 9.31% | 34.73% |
| Price Trend ⓘ | 0.82 | 0.42 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.91% | 26.57% | 46.83% |
| Max Drawdown ⓘ | -11.99% | -19.77% | -32.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | 0.27 | 0.65 |
| Calmar Ratio ⓘ | 1.12 | 0.47 | 1.08 |
| Sortino Ratio ⓘ | 1.28 | 0.47 | 1.09 |