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 ⓘ | 11.06% | 18.64% | 43.54% |
| Price Trend ⓘ | 0.66 | 0.20 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.44% | 23.36% | 28.17% |
| Max Drawdown ⓘ | -15.44% | -18.73% | -18.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | 0.72 | 1.41 |
| Calmar Ratio ⓘ | 0.72 | 1.00 | 2.33 |
| Sortino Ratio ⓘ | 1.17 | 1.21 | 2.23 |