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 ⓘ | 7.87% | 11.69% | 23.99% |
| Price Trend ⓘ | 0.93 | 0.93 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.41% | 7.97% | 17.21% |
| Max Drawdown ⓘ | -2.62% | -4.95% | -14.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.28 | 1.23 | 1.16 |
| Calmar Ratio ⓘ | 3.01 | 2.36 | 1.63 |
| Sortino Ratio ⓘ | 1.85 | 1.61 | 1.45 |