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 ⓘ | 11.88% | 14.99% | 32.44% |
| Price Trend ⓘ | 0.81 | 0.81 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.64% | 26.07% | 34.54% |
| Max Drawdown ⓘ | -8.33% | -27.78% | -27.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | 0.49 | 0.81 |
| Calmar Ratio ⓘ | 1.43 | 0.54 | 1.17 |
| Sortino Ratio ⓘ | 1.23 | 0.71 | 1.35 |