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 ⓘ | 18.32% | 18.44% | 37.28% |
| Price Trend ⓘ | 0.82 | 0.49 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.73% | 12.62% | 16.12% |
| Max Drawdown ⓘ | -9.36% | -11.72% | -11.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.79 | 1.32 | 2.07 |
| Calmar Ratio ⓘ | 1.96 | 1.57 | 3.12 |
| Sortino Ratio ⓘ | 3.43 | 2.15 | 3.08 |