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 ⓘ | 20.77% | 9.24% | 24.70% |
| Price Trend ⓘ | 0.92 | 0.69 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.09% | 23.19% | 30.64% |
| Max Drawdown ⓘ | -7.78% | -21.58% | -29.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 0.31 | 0.66 |
| Calmar Ratio ⓘ | 2.67 | 0.43 | 0.84 |
| Sortino Ratio ⓘ | 3.07 | 0.46 | 0.94 |