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 ⓘ | 8.86% | 15.34% | 28.54% |
| Price Trend ⓘ | 0.78 | 0.61 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.20% | 10.59% | 16.41% |
| Max Drawdown ⓘ | -6.64% | -6.66% | -8.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 1.27 | 1.49 |
| Calmar Ratio ⓘ | 1.33 | 2.30 | 3.39 |
| Sortino Ratio ⓘ | 1.59 | 1.99 | 2.26 |