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 ⓘ | 13.90% | 32.28% | 26.58% |
| Price Trend ⓘ | 0.83 | 0.90 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.75% | 22.77% | 33.53% |
| Max Drawdown ⓘ | -10.19% | -10.19% | -21.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 1.33 | 0.67 |
| Calmar Ratio ⓘ | 1.36 | 3.17 | 1.25 |
| Sortino Ratio ⓘ | 1.25 | 2.38 | 1.02 |