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 ⓘ | 11.61% | 29.64% | 43.48% |
| Price Trend ⓘ | 0.73 | 0.89 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.95% | 17.30% | 33.94% |
| Max Drawdown ⓘ | -7.77% | -14.65% | -27.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 1.59 | 1.16 |
| Calmar Ratio ⓘ | 1.49 | 2.02 | 1.60 |
| Sortino Ratio ⓘ | 1.02 | 1.98 | 1.69 |