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 ⓘ | 11.29% | 13.42% | 35.63% |
| Price Trend ⓘ | 0.75 | 0.43 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.74% | 11.15% | 14.35% |
| Max Drawdown ⓘ | -10.28% | -10.65% | -10.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 1.04 | 2.21 |
| Calmar Ratio ⓘ | 1.10 | 1.26 | 3.34 |
| Sortino Ratio ⓘ | 2.26 | 1.70 | 3.38 |