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 ⓘ | 7.86% | 11.55% | 24.81% |
| Price Trend ⓘ | 0.73 | 0.47 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.41% | 9.35% | 12.21% |
| Max Drawdown ⓘ | -8.47% | -8.86% | -8.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 1.04 | 1.71 |
| Calmar Ratio ⓘ | 0.93 | 1.30 | 2.80 |
| Sortino Ratio ⓘ | 1.63 | 1.62 | 2.49 |