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 ⓘ | 22.94% | 26.06% | 19.39% |
| Price Trend ⓘ | 0.96 | 0.91 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.99% | 18.29% | 29.28% |
| Max Drawdown ⓘ | -4.17% | -9.59% | -21.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.83 | 1.32 | 0.52 |
| Calmar Ratio ⓘ | 5.50 | 2.72 | 0.89 |
| Sortino Ratio ⓘ | 3.86 | 2.96 | 0.93 |