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 ⓘ | 21.60% | 16.55% | 13.47% |
| Price Trend ⓘ | 0.91 | 0.70 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.56% | 21.00% | 34.01% |
| Max Drawdown ⓘ | -6.38% | -12.60% | -21.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.25 | 0.70 | 0.28 |
| Calmar Ratio ⓘ | 3.39 | 1.31 | 0.62 |
| Sortino Ratio ⓘ | 2.73 | 1.42 | 0.40 |