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 ⓘ | 19.10% | 11.35% | 23.86% |
| Price Trend ⓘ | 0.89 | 0.71 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.76% | 15.52% | 25.82% |
| Max Drawdown ⓘ | -10.13% | -13.24% | -21.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.54 | 0.61 | 0.77 |
| Calmar Ratio ⓘ | 1.89 | 0.86 | 1.09 |
| Sortino Ratio ⓘ | 2.28 | 0.86 | 0.95 |