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 ⓘ | 10.69% | 20.19% | 25.58% |
| Price Trend ⓘ | 0.86 | 0.95 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.69% | 9.85% | 17.00% |
| Max Drawdown ⓘ | -4.75% | -4.75% | -13.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.26 | 1.84 | 1.25 |
| Calmar Ratio ⓘ | 2.25 | 4.25 | 1.91 |
| Sortino Ratio ⓘ | 1.77 | 2.73 | 1.72 |