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 ⓘ | 26.49% | 11.48% | 29.47% |
| Price Trend ⓘ | 0.64 | 0.29 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.23% | 35.86% | 56.22% |
| Max Drawdown ⓘ | -17.53% | -30.77% | -41.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 0.27 | 0.45 |
| Calmar Ratio ⓘ | 1.51 | 0.37 | 0.71 |
| Sortino Ratio ⓘ | 1.68 | 0.42 | 0.69 |