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 ⓘ | 16.60% | 29.71% | 40.76% |
| Price Trend ⓘ | 0.95 | 0.86 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.60% | 17.51% | 31.75% |
| Max Drawdown ⓘ | -6.40% | -10.39% | -29.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 1.58 | 1.15 |
| Calmar Ratio ⓘ | 2.59 | 2.86 | 1.40 |
| Sortino Ratio ⓘ | 1.49 | 2.18 | 1.36 |