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 ⓘ | 26.37% | 25.79% | 41.51% |
| Price Trend ⓘ | 0.78 | 0.41 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.44% | 28.72% | 52.17% |
| Max Drawdown ⓘ | -12.81% | -21.88% | -30.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.31 | 0.83 | 0.72 |
| Calmar Ratio ⓘ | 2.06 | 1.18 | 1.37 |
| Sortino Ratio ⓘ | 2.65 | 1.48 | 0.86 |