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 ⓘ | 13.14% | 24.59% | 26.98% |
| Price Trend ⓘ | 0.93 | 0.88 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.21% | 19.93% | 29.04% |
| Max Drawdown ⓘ | -3.87% | -13.56% | -20.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.31 | 1.13 | 0.77 |
| Calmar Ratio ⓘ | 3.40 | 1.81 | 1.32 |
| Sortino Ratio ⓘ | 2.43 | 1.81 | 1.03 |