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 ⓘ | 11.71% | 7.63% | 32.01% |
| Price Trend ⓘ | 0.67 | 0.18 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.14% | 18.12% | 28.95% |
| Max Drawdown ⓘ | -10.53% | -15.95% | -20.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.32 | 0.97 |
| Calmar Ratio ⓘ | 1.11 | 0.48 | 1.60 |
| Sortino Ratio ⓘ | 1.49 | 0.53 | 1.44 |