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 ⓘ | 31.12% | 34.87% | 20.05% |
| Price Trend ⓘ | 0.86 | 0.88 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.06% | 28.39% | 56.89% |
| Max Drawdown ⓘ | -10.13% | -18.04% | -34.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 1.16 | 0.28 |
| Calmar Ratio ⓘ | 3.07 | 1.93 | 0.58 |
| Sortino Ratio ⓘ | 4.10 | 2.45 | 0.38 |