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 ⓘ | 6.69% | 18.76% | 30.51% |
| Price Trend ⓘ | 0.53 | 0.91 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.17% | 15.32% | 36.91% |
| Max Drawdown ⓘ | -10.30% | -10.30% | -35.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 1.10 | 0.71 |
| Calmar Ratio ⓘ | 0.65 | 1.82 | 0.87 |
| Sortino Ratio ⓘ | 0.74 | 1.43 | 0.90 |