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 ⓘ | 24.95% | 31.34% | 20.07% |
| Price Trend ⓘ | 0.40 | 0.82 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.90% | 36.25% | 60.13% |
| Max Drawdown ⓘ | -20.11% | -20.11% | -44.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | 0.81 | 0.26 |
| Calmar Ratio ⓘ | 1.24 | 1.56 | 0.45 |
| Sortino Ratio ⓘ | 1.46 | 1.44 | 0.47 |