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 ⓘ | 14.60% | 25.06% | 23.40% |
| Price Trend ⓘ | 0.78 | 0.92 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.40% | 12.65% | 20.27% |
| Max Drawdown ⓘ | -4.83% | -7.27% | -11.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.45 | 1.83 | 0.95 |
| Calmar Ratio ⓘ | 3.02 | 3.45 | 1.99 |
| Sortino Ratio ⓘ | 2.48 | 2.71 | 1.29 |