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 ⓘ | 8.24% | 11.64% | 25.16% |
| Price Trend ⓘ | 0.74 | 0.46 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.37% | 9.40% | 12.29% |
| Max Drawdown ⓘ | -8.55% | -9.02% | -9.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.00 | 1.04 | 1.73 |
| Calmar Ratio ⓘ | 0.96 | 1.29 | 2.79 |
| Sortino Ratio ⓘ | 1.72 | 1.64 | 2.52 |