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 ⓘ | 14.17% | 16.65% | 32.20% |
| Price Trend ⓘ | 0.95 | 0.82 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.89% | 22.24% | 26.58% |
| Max Drawdown ⓘ | -5.88% | -17.10% | -23.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 0.65 | 1.04 |
| Calmar Ratio ⓘ | 2.41 | 0.97 | 1.36 |
| Sortino Ratio ⓘ | 1.38 | 0.80 | 1.29 |