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 ⓘ | 14.31% | 26.82% | 42.60% |
| Price Trend ⓘ | 0.97 | 0.88 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.23% | 14.78% | 24.02% |
| Max Drawdown ⓘ | -4.06% | -17.38% | -23.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.83 | 1.67 | 1.58 |
| Calmar Ratio ⓘ | 3.53 | 1.54 | 1.79 |
| Sortino Ratio ⓘ | 3.24 | 1.99 | 2.07 |