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 ⓘ | 9.21% | 24.72% | 33.07% |
| Price Trend ⓘ | 0.76 | 0.80 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.15% | 14.61% | 26.72% |
| Max Drawdown ⓘ | -9.18% | -9.18% | -15.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | 1.56 | 1.09 |
| Calmar Ratio ⓘ | 1.00 | 2.69 | 2.09 |
| Sortino Ratio ⓘ | 1.02 | 2.25 | 1.45 |