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 ⓘ | 10.75% | 10.75% | 28.89% |
| Price Trend ⓘ | 0.76 | 0.27 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.87% | 9.84% | 12.99% |
| Max Drawdown ⓘ | -9.10% | -10.90% | -11.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.25 | 0.91 | 1.92 |
| Calmar Ratio ⓘ | 1.18 | 0.99 | 2.61 |
| Sortino Ratio ⓘ | 2.27 | 1.42 | 2.79 |