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 ⓘ | 27.33% | 26.40% | 12.63% |
| Price Trend ⓘ | 0.82 | 0.90 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.12% | 26.39% | 34.17% |
| Max Drawdown ⓘ | -3.18% | -18.26% | -32.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 0.92 | 0.24 |
| Calmar Ratio ⓘ | 8.60 | 1.45 | 0.38 |
| Sortino Ratio ⓘ | 5.68 | 2.17 | 0.38 |