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 ⓘ | 8.56% | 33.69% | 22.09% |
| Price Trend ⓘ | 0.74 | 0.93 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.96% | 20.20% | 29.35% |
| Max Drawdown ⓘ | -8.45% | -12.08% | -14.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 1.58 | 0.62 |
| Calmar Ratio ⓘ | 1.01 | 2.79 | 1.57 |
| Sortino Ratio ⓘ | 0.65 | 2.17 | 0.93 |