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 ⓘ | 18.24% | 49.49% | 12.24% |
| Price Trend ⓘ | 0.74 | 0.93 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.70% | 21.37% | 32.42% |
| Max Drawdown ⓘ | -5.85% | -8.07% | -35.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 2.22 | 0.25 |
| Calmar Ratio ⓘ | 3.12 | 6.13 | 0.34 |
| Sortino Ratio ⓘ | 4.31 | 5.80 | 0.43 |