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 ⓘ | 8.87% | 15.18% | 35.53% |
| Price Trend ⓘ | 0.79 | 0.83 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.01% | 17.33% | 29.52% |
| Max Drawdown ⓘ | -6.73% | -9.20% | -18.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | 0.76 | 1.06 |
| Calmar Ratio ⓘ | 1.32 | 1.65 | 1.90 |
| Sortino Ratio ⓘ | 1.43 | 1.36 | 1.52 |