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 ⓘ | 6.90% | 32.64% | 48.31% |
| Price Trend ⓘ | 0.77 | 0.88 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.18% | 20.44% | 29.02% |
| Max Drawdown ⓘ | -11.59% | -11.59% | -14.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | 1.50 | 1.52 |
| Calmar Ratio ⓘ | 0.60 | 2.82 | 3.43 |
| Sortino Ratio ⓘ | 0.67 | 2.55 | 2.11 |