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 ⓘ | 27.16% | 19.66% | 35.83% |
| Price Trend ⓘ | 0.88 | 0.74 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.34% | 19.92% | 36.52% |
| Max Drawdown ⓘ | -4.40% | -14.02% | -25.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 0.89 | 0.87 |
| Calmar Ratio ⓘ | 6.17 | 1.40 | 1.39 |
| Sortino Ratio ⓘ | 4.45 | 1.27 | 1.05 |