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 ⓘ | 44.27% | 22.85% | 34.84% |
| Price Trend ⓘ | 0.70 | -0.10 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.01% | 34.92% | 42.07% |
| Max Drawdown ⓘ | -17.65% | -31.56% | -33.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.40 | 0.60 | 0.73 |
| Calmar Ratio ⓘ | 2.51 | 0.72 | 1.05 |
| Sortino Ratio ⓘ | 2.39 | 0.93 | 1.08 |