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 ⓘ | 13.27% | 26.05% | 37.66% |
| Price Trend ⓘ | 0.86 | 0.81 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.74% | 15.97% | 32.80% |
| Max Drawdown ⓘ | -6.88% | -8.33% | -27.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.05 | 1.50 | 1.02 |
| Calmar Ratio ⓘ | 1.93 | 3.13 | 1.36 |
| Sortino Ratio ⓘ | 1.96 | 2.31 | 1.70 |