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 ⓘ | 6.76% | 40.98% | 30.30% |
| Price Trend ⓘ | 0.73 | 0.95 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.58% | 22.09% | 30.78% |
| Max Drawdown ⓘ | -10.34% | -10.34% | -20.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 1.77 | 0.86 |
| Calmar Ratio ⓘ | 0.65 | 3.96 | 1.49 |
| Sortino Ratio ⓘ | 0.59 | 2.92 | 1.39 |