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 ⓘ | 11.05% | 14.17% | 30.29% |
| Price Trend ⓘ | 0.65 | 0.67 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.52% | 11.83% | 22.67% |
| Max Drawdown ⓘ | -6.38% | -6.95% | -16.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.06 | 1.04 | 1.16 |
| Calmar Ratio ⓘ | 1.73 | 2.04 | 1.89 |
| Sortino Ratio ⓘ | 1.59 | 1.65 | 1.64 |