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 ⓘ | 13.15% | 7.96% | 50.11% |
| Price Trend ⓘ | 0.94 | 0.74 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.39% | 24.92% | 33.87% |
| Max Drawdown ⓘ | -4.83% | -27.06% | -28.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.29 | 0.23 | 1.35 |
| Calmar Ratio ⓘ | 2.72 | 0.29 | 1.74 |
| Sortino Ratio ⓘ | 2.27 | 0.31 | 2.10 |