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 ⓘ | 26.86% | 33.09% | 37.67% |
| Price Trend ⓘ | 0.87 | 0.67 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.18% | 16.23% | 25.29% |
| Max Drawdown ⓘ | -7.71% | -12.36% | -12.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.32 | 1.92 | 1.33 |
| Calmar Ratio ⓘ | 3.48 | 2.68 | 3.05 |
| Sortino Ratio ⓘ | 4.13 | 2.76 | 1.71 |