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 ⓘ | 9.21% | 36.31% | 38.13% |
| Price Trend ⓘ | 0.38 | 0.89 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.19% | 15.99% | 31.05% |
| Max Drawdown ⓘ | -7.78% | -7.78% | -30.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 2.14 | 1.09 |
| Calmar Ratio ⓘ | 1.18 | 4.67 | 1.23 |
| Sortino Ratio ⓘ | 1.21 | 3.90 | 1.44 |