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 ⓘ | 26.99% | 39.71% | 9.41% |
| Price Trend ⓘ | 0.74 | 0.78 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.97% | 20.14% | 30.13% |
| Max Drawdown ⓘ | -8.48% | -10.30% | -28.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.63 | 1.87 | 0.17 |
| Calmar Ratio ⓘ | 3.18 | 3.86 | 0.34 |
| Sortino Ratio ⓘ | 3.67 | 3.52 | 0.24 |