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 ⓘ | 17.50% | 24.88% | 35.78% |
| Price Trend ⓘ | 0.91 | 0.91 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.73% | 18.62% | 31.25% |
| Max Drawdown ⓘ | -7.09% | -9.55% | -24.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.30 | 1.23 | 1.01 |
| Calmar Ratio ⓘ | 2.47 | 2.61 | 1.49 |
| Sortino Ratio ⓘ | 1.44 | 1.69 | 1.27 |