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 ⓘ | 27.58% | 27.64% | 13.31% |
| Price Trend ⓘ | 0.93 | 0.73 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.81% | 18.76% | 28.96% |
| Max Drawdown ⓘ | -6.54% | -9.59% | -22.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.08 | 1.37 | 0.32 |
| Calmar Ratio ⓘ | 4.22 | 2.88 | 0.58 |
| Sortino Ratio ⓘ | 5.62 | 3.55 | 0.56 |