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 ⓘ | 7.11% | 9.57% | 24.78% |
| Price Trend ⓘ | 0.69 | 0.70 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.97% | 9.35% | 18.99% |
| Max Drawdown ⓘ | -5.11% | -5.11% | -17.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | 0.81 | 1.09 |
| Calmar Ratio ⓘ | 1.39 | 1.87 | 1.41 |
| Sortino Ratio ⓘ | 1.42 | 1.32 | 1.46 |