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 ⓘ | 9.37% | 25.35% | 30.94% |
| Price Trend ⓘ | 0.63 | 0.95 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.18% | 14.13% | 31.31% |
| Max Drawdown ⓘ | -8.86% | -8.86% | -29.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 1.65 | 0.85 |
| Calmar Ratio ⓘ | 1.06 | 2.86 | 1.03 |
| Sortino Ratio ⓘ | 1.11 | 2.31 | 1.26 |