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 ⓘ | 15.52% | 27.01% | 32.54% |
| Price Trend ⓘ | 0.85 | 0.85 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.50% | 18.62% | 28.73% |
| Max Drawdown ⓘ | -7.72% | -7.72% | -16.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.00 | 1.35 | 0.99 |
| Calmar Ratio ⓘ | 2.01 | 3.50 | 1.93 |
| Sortino Ratio ⓘ | 2.11 | 2.48 | 1.73 |