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 ⓘ | 12.98% | 25.61% | 47.47% |
| Price Trend ⓘ | 0.72 | 0.81 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.10% | 18.66% | 29.67% |
| Max Drawdown ⓘ | -8.83% | -12.81% | -20.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 1.27 | 1.46 |
| Calmar Ratio ⓘ | 1.47 | 2.00 | 2.28 |
| Sortino Ratio ⓘ | 1.64 | 1.83 | 2.09 |