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 ⓘ | 18.21% | 18.71% | 37.71% |
| Price Trend ⓘ | 0.99 | 0.93 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.32% | 8.46% | 15.63% |
| Max Drawdown ⓘ | -2.36% | -5.30% | -12.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.73 | 1.98 | 2.15 |
| Calmar Ratio ⓘ | 7.72 | 3.53 | 2.99 |
| Sortino Ratio ⓘ | 4.49 | 3.61 | 2.56 |