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 ⓘ | 7.48% | 21.17% | 23.70% |
| Price Trend ⓘ | 0.63 | 0.85 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.57% | 18.09% | 34.61% |
| Max Drawdown ⓘ | -8.96% | -12.99% | -25.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | 1.06 | 0.56 |
| Calmar Ratio ⓘ | 0.84 | 1.63 | 0.94 |
| Sortino Ratio ⓘ | 0.59 | 1.33 | 0.67 |