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 ⓘ | 13.03% | 17.38% | 39.19% |
| Price Trend ⓘ | 0.67 | 0.79 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.26% | 30.93% | 55.30% |
| Max Drawdown ⓘ | -16.24% | -16.24% | -44.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.63 | 0.50 | 0.63 |
| Calmar Ratio ⓘ | 0.80 | 1.07 | 0.88 |
| Sortino Ratio ⓘ | 1.07 | 0.63 | 0.88 |