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 ⓘ | 50.91% | 9.23% | 18.50% |
| Price Trend ⓘ | 0.86 | 0.40 | 0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.42% | 30.78% | 38.64% |
| Max Drawdown ⓘ | -4.36% | -33.83% | -33.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.87 | 0.24 | 0.37 |
| Calmar Ratio ⓘ | 11.67 | 0.27 | 0.55 |
| Sortino Ratio ⓘ | 9.54 | 0.23 | 0.41 |