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 ⓘ | 20.01% | 31.94% | 28.58% |
| Price Trend ⓘ | 0.80 | 0.92 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.83% | 23.00% | 38.56% |
| Max Drawdown ⓘ | -9.98% | -18.64% | -33.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 1.30 | 0.64 |
| Calmar Ratio ⓘ | 2.00 | 1.71 | 0.84 |
| Sortino Ratio ⓘ | 2.27 | 2.14 | 0.69 |