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 ⓘ | 23.30% | 19.01% | 21.00% |
| Price Trend ⓘ | 0.48 | 0.85 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.53% | 37.73% | 65.36% |
| Max Drawdown ⓘ | -16.50% | -17.83% | -53.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 0.45 | 0.26 |
| Calmar Ratio ⓘ | 1.41 | 1.07 | 0.39 |
| Sortino Ratio ⓘ | 1.67 | 0.63 | 0.41 |