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 ⓘ | 5.35% | 12.12% | 28.38% |
| Price Trend ⓘ | 0.85 | 0.87 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.64% | 17.63% | 29.59% |
| Max Drawdown ⓘ | -8.06% | -8.85% | -24.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 0.58 | 0.82 |
| Calmar Ratio ⓘ | 0.66 | 1.37 | 1.15 |
| Sortino Ratio ⓘ | 0.50 | 0.83 | 1.00 |