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 ⓘ | 27.39% | 16.03% | 17.95% |
| Price Trend ⓘ | 0.93 | 0.66 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.81% | 20.76% | 34.75% |
| Max Drawdown ⓘ | -6.22% | -13.46% | -22.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.67 | 0.68 | 0.40 |
| Calmar Ratio ⓘ | 4.40 | 1.19 | 0.81 |
| Sortino Ratio ⓘ | 3.35 | 1.17 | 0.52 |