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 ⓘ | 9.30% | 21.45% | 19.34% |
| Price Trend ⓘ | 0.83 | 0.32 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.88% | 32.16% | 38.30% |
| Max Drawdown ⓘ | -19.46% | -24.42% | -24.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 0.61 | 0.40 |
| Calmar Ratio ⓘ | 0.48 | 0.88 | 0.79 |
| Sortino Ratio ⓘ | 0.46 | 0.92 | 0.64 |