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 ⓘ | 24.19% | 19.50% | 23.07% |
| Price Trend ⓘ | 0.95 | 0.66 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.36% | 14.64% | 25.05% |
| Max Drawdown ⓘ | -5.28% | -8.31% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.05 | 1.20 | 0.76 |
| Calmar Ratio ⓘ | 4.58 | 2.35 | 1.12 |
| Sortino Ratio ⓘ | 3.10 | 1.85 | 0.91 |