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 ⓘ | 17.98% | 8.41% | 30.57% |
| Price Trend ⓘ | 0.88 | 0.61 | 0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.30% | 44.40% | 53.38% |
| Max Drawdown ⓘ | -18.35% | -41.47% | -42.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 0.14 | 0.49 |
| Calmar Ratio ⓘ | 0.98 | 0.20 | 0.72 |
| Sortino Ratio ⓘ | 1.47 | 0.18 | 0.59 |