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 ⓘ | 11.79% | 10.56% | 27.91% |
| Price Trend ⓘ | 0.71 | 0.78 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.13% | 18.16% | 30.59% |
| Max Drawdown ⓘ | -7.82% | -12.72% | -21.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 0.48 | 0.78 |
| Calmar Ratio ⓘ | 1.51 | 0.83 | 1.27 |
| Sortino Ratio ⓘ | 1.08 | 0.56 | 0.92 |