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 ⓘ | 21.08% | 20.32% | 30.23% |
| Price Trend ⓘ | 0.88 | 0.86 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.61% | 15.38% | 27.05% |
| Max Drawdown ⓘ | -9.33% | -9.33% | -21.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.73 | 1.20 | 0.97 |
| Calmar Ratio ⓘ | 2.26 | 2.18 | 1.41 |
| Sortino Ratio ⓘ | 2.43 | 1.73 | 1.18 |