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 ⓘ | 24.43% | 22.63% | 35.80% |
| Price Trend ⓘ | 0.86 | 0.62 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.01% | 21.75% | 29.15% |
| Max Drawdown ⓘ | -6.49% | -12.29% | -17.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.30 | 0.95 | 1.09 |
| Calmar Ratio ⓘ | 3.76 | 1.84 | 2.07 |
| Sortino Ratio ⓘ | 3.99 | 2.34 | 1.95 |