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 ⓘ | 20.99% | 17.91% | 38.81% |
| Price Trend ⓘ | 0.89 | 0.81 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.73% | 16.60% | 23.35% |
| Max Drawdown ⓘ | -5.57% | -8.35% | -16.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.71 | 0.96 | 1.48 |
| Calmar Ratio ⓘ | 3.77 | 2.15 | 2.38 |
| Sortino Ratio ⓘ | 2.23 | 1.41 | 2.32 |