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 ⓘ | 24.47% | 26.81% | 32.13% |
| Price Trend ⓘ | 0.90 | 0.69 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.27% | 13.72% | 23.09% |
| Max Drawdown ⓘ | -5.44% | -9.15% | -12.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.29 | 1.81 | 1.22 |
| Calmar Ratio ⓘ | 4.50 | 2.93 | 2.50 |
| Sortino Ratio ⓘ | 3.15 | 2.39 | 1.39 |