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 ⓘ | 16.79% | 43.87% | 24.01% |
| Price Trend ⓘ | 0.42 | 0.87 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.73% | 26.27% | 46.78% |
| Max Drawdown ⓘ | -9.63% | -14.80% | -32.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.07 | 1.59 | 0.42 |
| Calmar Ratio ⓘ | 1.74 | 2.96 | 0.74 |
| Sortino Ratio ⓘ | 1.66 | 2.52 | 0.50 |