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 ⓘ | 8.90% | 17.61% | 38.01% |
| Price Trend ⓘ | 0.34 | 0.84 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.05% | 13.54% | 25.46% |
| Max Drawdown ⓘ | -8.11% | -8.11% | -23.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | 1.15 | 1.33 |
| Calmar Ratio ⓘ | 1.10 | 2.17 | 1.61 |
| Sortino Ratio ⓘ | 1.17 | 1.52 | 1.74 |