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 ⓘ | 46.57% | 40.20% | 28.51% |
| Price Trend ⓘ | 0.76 | 0.84 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.18% | 35.52% | 48.63% |
| Max Drawdown ⓘ | -8.78% | -14.59% | -38.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 1.08 | 0.50 |
| Calmar Ratio ⓘ | 5.30 | 2.76 | 0.74 |
| Sortino Ratio ⓘ | 6.50 | 3.39 | 0.84 |