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 ⓘ | 8.30% | 11.13% | 40.50% |
| Price Trend ⓘ | 0.74 | 0.30 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.82% | 14.74% | 24.92% |
| Max Drawdown ⓘ | -7.12% | -8.05% | -17.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.62 | 1.46 |
| Calmar Ratio ⓘ | 1.17 | 1.38 | 2.36 |
| Sortino Ratio ⓘ | 1.29 | 0.78 | 1.91 |