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 ⓘ | 18.65% | 33.53% | 26.56% |
| Price Trend ⓘ | 0.92 | 0.81 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.87% | 31.53% | 35.36% |
| Max Drawdown ⓘ | -4.59% | -25.77% | -28.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.48 | 1.00 | 0.62 |
| Calmar Ratio ⓘ | 4.06 | 1.30 | 0.92 |
| Sortino Ratio ⓘ | 2.50 | 1.42 | 0.86 |