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 ⓘ | 9.60% | 20.53% | 40.63% |
| Price Trend ⓘ | 0.17 | 0.88 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.62% | 18.49% | 31.65% |
| Max Drawdown ⓘ | -12.30% | -12.30% | -25.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 1.01 | 1.16 |
| Calmar Ratio ⓘ | 0.78 | 1.67 | 1.63 |
| Sortino Ratio ⓘ | 0.84 | 1.54 | 1.43 |