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 ⓘ | 19.81% | 29.79% | 28.59% |
| Price Trend ⓘ | 0.85 | 0.91 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.32% | 16.48% | 25.17% |
| Max Drawdown ⓘ | -8.14% | -8.14% | -16.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.53 | 1.69 | 0.97 |
| Calmar Ratio ⓘ | 2.43 | 3.66 | 1.70 |
| Sortino Ratio ⓘ | 3.10 | 3.62 | 1.62 |