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 ⓘ | 10.29% | 24.62% | 33.20% |
| Price Trend ⓘ | 0.61 | 0.94 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.36% | 16.25% | 25.97% |
| Max Drawdown ⓘ | -12.64% | -12.64% | -20.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.70 | 1.39 | 1.11 |
| Calmar Ratio ⓘ | 0.81 | 1.95 | 1.60 |
| Sortino Ratio ⓘ | 1.11 | 2.14 | 1.47 |