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 ⓘ | 14.96% | 32.89% | 29.61% |
| Price Trend ⓘ | 0.57 | 0.87 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.23% | 29.61% | 57.04% |
| Max Drawdown ⓘ | -10.13% | -18.04% | -34.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 1.05 | 0.45 |
| Calmar Ratio ⓘ | 1.48 | 1.82 | 0.86 |
| Sortino Ratio ⓘ | 1.26 | 1.99 | 0.59 |