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 ⓘ | 8.53% | 29.92% | 43.06% |
| Price Trend ⓘ | 0.13 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.91% | 19.87% | 38.74% |
| Max Drawdown ⓘ | -8.66% | -8.66% | -33.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 1.41 | 1.01 |
| Calmar Ratio ⓘ | 0.98 | 3.46 | 1.28 |
| Sortino Ratio ⓘ | 0.78 | 2.24 | 1.25 |