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 ⓘ | 9.80% | 10.98% | 29.83% |
| Price Trend ⓘ | 0.88 | 0.87 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.15% | 11.81% | 18.59% |
| Max Drawdown ⓘ | -3.67% | -6.28% | -16.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.44 | 0.77 | 1.39 |
| Calmar Ratio ⓘ | 2.67 | 1.75 | 1.86 |
| Sortino Ratio ⓘ | 2.57 | 1.11 | 1.82 |