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 ⓘ | 17.23% | 39.36% | 24.79% |
| Price Trend ⓘ | 0.89 | 0.97 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.20% | 17.46% | 26.03% |
| Max Drawdown ⓘ | -5.99% | -6.25% | -19.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 2.15 | 0.80 |
| Calmar Ratio ⓘ | 2.87 | 6.30 | 1.26 |
| Sortino Ratio ⓘ | 3.37 | 4.77 | 1.03 |