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 ⓘ | 8.57% | 12.87% | 42.25% |
| Price Trend ⓘ | 0.57 | 0.91 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.00% | 11.73% | 22.94% |
| Max Drawdown ⓘ | -5.60% | -5.60% | -11.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | 0.92 | 1.66 |
| Calmar Ratio ⓘ | 1.53 | 2.30 | 3.70 |
| Sortino Ratio ⓘ | 1.59 | 1.66 | 2.40 |