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 ⓘ | 8.70% | 32.02% | 37.40% |
| Price Trend ⓘ | 0.27 | 0.91 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.56% | 15.46% | 22.61% |
| Max Drawdown ⓘ | -6.99% | -7.74% | -12.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | 1.95 | 1.48 |
| Calmar Ratio ⓘ | 1.24 | 4.14 | 3.03 |
| Sortino Ratio ⓘ | 1.37 | 3.66 | 2.14 |