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 ⓘ | 10.20% | 22.48% | 35.92% |
| Price Trend ⓘ | 0.66 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.34% | 12.11% | 19.89% |
| Max Drawdown ⓘ | -5.75% | -5.90% | -14.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.26 | 1.69 | 1.60 |
| Calmar Ratio ⓘ | 1.78 | 3.81 | 2.48 |
| Sortino Ratio ⓘ | 1.89 | 2.64 | 2.29 |