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 ⓘ | 14.72% | 27.45% | 37.83% |
| Price Trend ⓘ | 0.86 | 0.90 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.48% | 15.75% | 22.78% |
| Max Drawdown ⓘ | -5.56% | -6.07% | -8.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 1.62 | 1.48 |
| Calmar Ratio ⓘ | 2.65 | 4.52 | 4.26 |
| Sortino Ratio ⓘ | 2.47 | 2.25 | 1.96 |