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 ⓘ | 7.39% | 14.58% | 56.96% |
| Price Trend ⓘ | -0.01 | 0.52 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.43% | 20.82% | 32.40% |
| Max Drawdown ⓘ | -14.57% | -15.99% | -20.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.61 | 1.63 |
| Calmar Ratio ⓘ | 0.51 | 0.91 | 2.74 |
| Sortino Ratio ⓘ | 0.54 | 0.70 | 2.13 |