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 ⓘ | 13.53% | 7.66% | 33.26% |
| Price Trend ⓘ | 0.98 | 0.78 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.26% | 26.54% | 31.82% |
| Max Drawdown ⓘ | -3.17% | -26.72% | -29.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.21 | 0.90 |
| Calmar Ratio ⓘ | 4.26 | 0.29 | 1.11 |
| Sortino Ratio ⓘ | 1.99 | 0.31 | 1.33 |