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 ⓘ | 7.11% | 42.50% | 44.47% |
| Price Trend ⓘ | 0.65 | 0.95 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.71% | 17.01% | 27.91% |
| Max Drawdown ⓘ | -8.25% | -8.25% | -21.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | 2.39 | 1.45 |
| Calmar Ratio ⓘ | 0.86 | 5.15 | 2.08 |
| Sortino Ratio ⓘ | 0.89 | 4.53 | 2.18 |