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 ⓘ | 13.71% | 30.27% | 20.52% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.31% | 14.55% | 27.25% |
| Max Drawdown ⓘ | -5.09% | -5.09% | -26.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 1.95 | 0.60 |
| Calmar Ratio ⓘ | 2.69 | 5.95 | 0.76 |
| Sortino Ratio ⓘ | 1.97 | 3.37 | 0.79 |