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 ⓘ | 14.69% | 19.58% | 31.17% |
| Price Trend ⓘ | 0.86 | 0.91 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.13% | 21.01% | 36.55% |
| Max Drawdown ⓘ | -9.91% | -11.98% | -24.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 0.84 | 0.74 |
| Calmar Ratio ⓘ | 1.48 | 1.63 | 1.27 |
| Sortino Ratio ⓘ | 1.86 | 1.41 | 1.07 |