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 ⓘ | 25.23% | 26.40% | 42.99% |
| Price Trend ⓘ | 0.93 | 0.76 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.26% | 20.63% | 36.69% |
| Max Drawdown ⓘ | -7.62% | -11.98% | -27.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.59 | 1.18 | 1.06 |
| Calmar Ratio ⓘ | 3.31 | 2.20 | 1.58 |
| Sortino Ratio ⓘ | 3.32 | 2.00 | 1.51 |