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 ⓘ | 14.61% | 17.27% | 26.73% |
| Price Trend ⓘ | 0.97 | 0.93 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.94% | 8.71% | 15.92% |
| Max Drawdown ⓘ | -2.43% | -4.71% | -12.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.30 | 1.76 | 1.42 |
| Calmar Ratio ⓘ | 6.02 | 3.67 | 2.20 |
| Sortino Ratio ⓘ | 3.62 | 3.10 | 2.01 |