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 ⓘ | 12.48% | 23.50% | 54.48% |
| Price Trend ⓘ | 0.81 | 0.76 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.30% | 16.66% | 26.01% |
| Max Drawdown ⓘ | -5.50% | -7.37% | -8.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | 1.29 | 1.93 |
| Calmar Ratio ⓘ | 2.27 | 3.19 | 6.11 |
| Sortino Ratio ⓘ | 1.19 | 1.81 | 2.95 |