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 ⓘ | 28.03% | 21.06% | 9.35% |
| Price Trend ⓘ | 0.73 | 0.63 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.00% | 20.05% | 35.58% |
| Max Drawdown ⓘ | -12.06% | -12.06% | -20.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 0.95 | 0.15 |
| Calmar Ratio ⓘ | 2.32 | 1.75 | 0.45 |
| Sortino Ratio ⓘ | 3.25 | 1.49 | 0.20 |