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 ⓘ | 24.80% | 50.71% | 25.71% |
| Price Trend ⓘ | 0.84 | 0.93 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.02% | 25.54% | 38.01% |
| Max Drawdown ⓘ | -9.77% | -9.77% | -29.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.25 | 1.91 | 0.56 |
| Calmar Ratio ⓘ | 2.54 | 5.19 | 0.88 |
| Sortino Ratio ⓘ | 3.15 | 3.21 | 0.79 |