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 ⓘ | 14.07% | 16.39% | 45.63% |
| Price Trend ⓘ | 0.89 | 0.84 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.75% | 18.62% | 27.64% |
| Max Drawdown ⓘ | -5.54% | -7.58% | -16.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.11 | 0.77 | 1.50 |
| Calmar Ratio ⓘ | 2.54 | 2.16 | 2.70 |
| Sortino Ratio ⓘ | 1.71 | 1.30 | 2.52 |