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 ⓘ | 14.00% | 23.07% | 36.36% |
| Price Trend ⓘ | 0.85 | 0.93 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.95% | 11.66% | 20.87% |
| Max Drawdown ⓘ | -6.07% | -7.02% | -12.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 1.80 | 1.54 |
| Calmar Ratio ⓘ | 2.31 | 3.29 | 2.88 |
| Sortino Ratio ⓘ | 2.58 | 3.18 | 2.15 |