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 ⓘ | 7.44% | 10.91% | 25.69% |
| Price Trend ⓘ | 0.94 | 0.96 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.43% | 7.61% | 16.51% |
| Max Drawdown ⓘ | -2.26% | -3.51% | -13.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 1.18 | 1.31 |
| Calmar Ratio ⓘ | 3.28 | 3.11 | 1.92 |
| Sortino Ratio ⓘ | 1.83 | 1.61 | 1.63 |