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 ⓘ | 12.07% | 14.01% | 37.12% |
| Price Trend ⓘ | 0.71 | 0.81 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.79% | 16.41% | 22.93% |
| Max Drawdown ⓘ | -6.07% | -7.37% | -8.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 0.73 | 1.44 |
| Calmar Ratio ⓘ | 1.99 | 1.90 | 4.18 |
| Sortino Ratio ⓘ | 1.19 | 1.01 | 1.92 |