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 ⓘ | 23.83% | 14.55% | 14.67% |
| Price Trend ⓘ | 0.51 | 0.69 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.33% | 44.50% | 60.79% |
| Max Drawdown ⓘ | -17.93% | -37.90% | -42.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 0.28 | 0.17 |
| Calmar Ratio ⓘ | 1.33 | 0.38 | 0.34 |
| Sortino Ratio ⓘ | 2.08 | 0.37 | 0.23 |