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 ⓘ | 24.01% | 19.21% | 42.71% |
| Price Trend ⓘ | 0.97 | 0.79 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.82% | 18.94% | 30.76% |
| Max Drawdown ⓘ | -7.16% | -13.80% | -15.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.80 | 0.91 | 1.26 |
| Calmar Ratio ⓘ | 3.35 | 1.39 | 2.67 |
| Sortino Ratio ⓘ | 2.89 | 1.46 | 2.07 |