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 ⓘ | 14.25% | 32.82% | 23.92% |
| Price Trend ⓘ | 0.77 | 0.92 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.24% | 20.78% | 28.82% |
| Max Drawdown ⓘ | -9.15% | -9.15% | -19.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 1.49 | 0.69 |
| Calmar Ratio ⓘ | 1.56 | 3.59 | 1.20 |
| Sortino Ratio ⓘ | 1.58 | 3.01 | 1.07 |