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 ⓘ | 29.36% | 13.80% | 28.55% |
| Price Trend ⓘ | 0.90 | 0.36 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.51% | 20.53% | 29.65% |
| Max Drawdown ⓘ | -8.95% | -19.64% | -21.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 0.58 | 0.83 |
| Calmar Ratio ⓘ | 3.28 | 0.70 | 1.31 |
| Sortino Ratio ⓘ | 4.15 | 0.92 | 1.25 |