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 ⓘ | 18.45% | 18.56% | 22.29% |
| Price Trend ⓘ | 0.93 | 0.80 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.00% | 22.46% | 29.85% |
| Max Drawdown ⓘ | -6.90% | -22.40% | -34.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.74 | 0.73 | 0.59 |
| Calmar Ratio ⓘ | 2.67 | 0.83 | 0.65 |
| Sortino Ratio ⓘ | 2.94 | 0.99 | 0.87 |