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 ⓘ | 24.44% | 25.37% | 15.80% |
| Price Trend ⓘ | 0.93 | 0.91 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.29% | 16.87% | 28.19% |
| Max Drawdown ⓘ | -3.79% | -11.54% | -23.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.08 | 1.39 | 0.42 |
| Calmar Ratio ⓘ | 6.45 | 2.20 | 0.66 |
| Sortino Ratio ⓘ | 3.92 | 2.76 | 0.60 |