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 ⓘ | 7.50% | 18.03% | 27.46% |
| Price Trend ⓘ | 0.78 | 0.81 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.06% | 13.49% | 21.12% |
| Max Drawdown ⓘ | -7.66% | -8.06% | -10.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 1.20 | 1.11 |
| Calmar Ratio ⓘ | 0.98 | 2.24 | 2.53 |
| Sortino Ratio ⓘ | 0.87 | 1.70 | 1.74 |