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 ⓘ | 27.58% | 27.90% | 28.79% |
| Price Trend ⓘ | 0.89 | 0.73 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.93% | 21.11% | 30.49% |
| Max Drawdown ⓘ | -7.08% | -10.63% | -17.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.41 | 1.23 | 0.81 |
| Calmar Ratio ⓘ | 3.90 | 2.62 | 1.69 |
| Sortino Ratio ⓘ | 2.83 | 2.39 | 1.39 |