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 ⓘ | 6.90% | 16.76% | 30.90% |
| Price Trend ⓘ | 0.22 | 0.90 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.41% | 11.28% | 18.51% |
| Max Drawdown ⓘ | -6.81% | -6.81% | -10.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | 1.31 | 1.45 |
| Calmar Ratio ⓘ | 1.01 | 2.46 | 3.05 |
| Sortino Ratio ⓘ | 1.22 | 2.25 | 2.40 |