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 ⓘ | 14.55% | 21.10% | 28.99% |
| Price Trend ⓘ | 0.81 | 0.96 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.57% | 15.37% | 27.88% |
| Max Drawdown ⓘ | -3.76% | -5.62% | -26.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 1.24 | 0.89 |
| Calmar Ratio ⓘ | 3.87 | 3.75 | 1.07 |
| Sortino Ratio ⓘ | 3.23 | 2.25 | 1.21 |