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 ⓘ | 20.51% | 13.69% | 26.85% |
| Price Trend ⓘ | 0.94 | 0.53 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.26% | 10.23% | 20.04% |
| Max Drawdown ⓘ | -2.37% | -9.48% | -14.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.70 | 1.15 | 1.14 |
| Calmar Ratio ⓘ | 8.67 | 1.44 | 1.81 |
| Sortino Ratio ⓘ | 4.50 | 1.79 | 1.45 |