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 ⓘ | 12.85% | 29.70% | 23.06% |
| Price Trend ⓘ | 0.72 | 0.89 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.37% | 16.07% | 31.72% |
| Max Drawdown ⓘ | -6.89% | -6.89% | -26.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 1.72 | 0.59 |
| Calmar Ratio ⓘ | 1.87 | 4.31 | 0.86 |
| Sortino Ratio ⓘ | 1.96 | 3.13 | 0.77 |