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 ⓘ | 31.27% | 36.23% | 13.27% |
| Price Trend ⓘ | 0.94 | 0.89 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.08% | 19.98% | 30.34% |
| Max Drawdown ⓘ | -8.29% | -10.29% | -26.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.32 | 1.71 | 0.30 |
| Calmar Ratio ⓘ | 3.77 | 3.52 | 0.50 |
| Sortino Ratio ⓘ | 4.15 | 3.35 | 0.41 |