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 ⓘ | 7.33% | 14.47% | 41.06% |
| Price Trend ⓘ | 0.80 | 0.81 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.80% | 16.87% | 30.93% |
| Max Drawdown ⓘ | -7.88% | -7.88% | -21.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 0.74 | 1.19 |
| Calmar Ratio ⓘ | 0.93 | 1.84 | 1.93 |
| Sortino Ratio ⓘ | 1.30 | 1.07 | 1.73 |