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 ⓘ | 22.11% | 38.29% | 15.59% |
| Price Trend ⓘ | 0.84 | 0.88 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.33% | 20.51% | 35.36% |
| Max Drawdown ⓘ | -9.01% | -9.86% | -34.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.29 | 1.77 | 0.32 |
| Calmar Ratio ⓘ | 2.45 | 3.88 | 0.45 |
| Sortino Ratio ⓘ | 2.43 | 3.45 | 0.43 |