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 ⓘ | 5.20% | 27.86% | 34.47% |
| Price Trend ⓘ | 0.72 | 0.87 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.67% | 18.05% | 22.14% |
| Max Drawdown ⓘ | -6.79% | -10.93% | -10.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 1.44 | 1.38 |
| Calmar Ratio ⓘ | 0.77 | 2.55 | 3.15 |
| Sortino Ratio ⓘ | 0.58 | 2.74 | 2.29 |