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 ⓘ | 17.27% | 44.53% | 28.85% |
| Price Trend ⓘ | 0.76 | 0.93 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.46% | 24.61% | 31.69% |
| Max Drawdown ⓘ | -13.11% | -13.11% | -25.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 1.73 | 0.79 |
| Calmar Ratio ⓘ | 1.32 | 3.40 | 1.15 |
| Sortino Ratio ⓘ | 1.69 | 2.79 | 1.14 |