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 ⓘ | 10.49% | 33.65% | 46.54% |
| Price Trend ⓘ | 0.65 | 0.19 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.84% | 29.34% | 41.24% |
| Max Drawdown ⓘ | -17.82% | -22.90% | -22.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | 1.08 | 1.03 |
| Calmar Ratio ⓘ | 0.59 | 1.47 | 2.03 |
| Sortino Ratio ⓘ | 0.84 | 2.08 | 2.01 |