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 ⓘ | 10.05% | 31.97% | 41.73% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.59% | 27.11% | 38.85% |
| Max Drawdown ⓘ | -10.47% | -18.96% | -33.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 1.10 | 0.96 |
| Calmar Ratio ⓘ | 0.96 | 1.69 | 1.23 |
| Sortino Ratio ⓘ | 1.28 | 1.70 | 1.12 |