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 ⓘ | 27.68% | 15.56% | 23.22% |
| Price Trend ⓘ | 0.96 | 0.69 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.09% | 15.30% | 24.85% |
| Max Drawdown ⓘ | -2.65% | -9.25% | -16.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.65 | 0.89 | 0.77 |
| Calmar Ratio ⓘ | 10.44 | 1.68 | 1.45 |
| Sortino Ratio ⓘ | 5.18 | 1.72 | 1.11 |