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 ⓘ | 5.46% | 12.90% | 38.75% |
| Price Trend ⓘ | 0.25 | 0.85 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.10% | 18.29% | 24.94% |
| Max Drawdown ⓘ | -8.05% | -13.25% | -15.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 0.59 | 1.37 |
| Calmar Ratio ⓘ | 0.68 | 0.97 | 2.45 |
| Sortino Ratio ⓘ | 0.90 | 0.72 | 1.84 |