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 ⓘ | 19.54% | 28.62% | 23.00% |
| Price Trend ⓘ | 0.87 | 0.90 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.68% | 16.34% | 26.50% |
| Max Drawdown ⓘ | -5.42% | -11.83% | -21.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.46 | 1.63 | 0.71 |
| Calmar Ratio ⓘ | 3.61 | 2.42 | 1.09 |
| Sortino Ratio ⓘ | 3.90 | 3.68 | 1.08 |