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 ⓘ | 6.65% | 12.25% | 22.10% |
| Price Trend ⓘ | 0.58 | 0.33 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.63% | 9.75% | 15.93% |
| Max Drawdown ⓘ | -6.91% | -9.20% | -9.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 1.06 | 1.13 |
| Calmar Ratio ⓘ | 0.96 | 1.33 | 2.40 |
| Sortino Ratio ⓘ | 1.12 | 1.62 | 1.53 |