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 ⓘ | 7.69% | 12.66% | 43.87% |
| Price Trend ⓘ | 0.79 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.65% | 8.75% | 18.18% |
| Max Drawdown ⓘ | -5.76% | -5.76% | -15.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 1.22 | 2.19 |
| Calmar Ratio ⓘ | 1.33 | 2.20 | 2.92 |
| Sortino Ratio ⓘ | 1.99 | 2.00 | 3.12 |