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 ⓘ | 8.08% | 12.86% | 41.28% |
| Price Trend ⓘ | 0.78 | 0.90 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.04% | 9.44% | 19.00% |
| Max Drawdown ⓘ | -5.84% | -6.09% | -15.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 1.15 | 1.95 |
| Calmar Ratio ⓘ | 1.38 | 2.11 | 2.60 |
| Sortino Ratio ⓘ | 2.12 | 1.92 | 2.86 |