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 ⓘ | 12.67% | 15.25% | 35.56% |
| Price Trend ⓘ | 0.95 | 0.90 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.05% | 7.33% | 15.31% |
| Max Drawdown ⓘ | -2.00% | -4.56% | -14.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.32 | 1.82 | 2.06 |
| Calmar Ratio ⓘ | 6.35 | 3.35 | 2.42 |
| Sortino Ratio ⓘ | 3.01 | 2.48 | 2.44 |