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 ⓘ | 12.51% | 32.76% | 28.19% |
| Price Trend ⓘ | 0.79 | 0.96 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.60% | 14.26% | 30.94% |
| Max Drawdown ⓘ | -6.92% | -6.92% | -29.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 2.15 | 0.77 |
| Calmar Ratio ⓘ | 1.81 | 4.74 | 0.96 |
| Sortino Ratio ⓘ | 1.82 | 3.40 | 0.95 |