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 ⓘ | 17.58% | 15.69% | 15.39% |
| Price Trend ⓘ | 0.90 | 0.30 | 0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.12% | 15.90% | 19.16% |
| Max Drawdown ⓘ | -4.65% | -12.72% | -14.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.81 | 0.85 | 0.57 |
| Calmar Ratio ⓘ | 3.78 | 1.23 | 1.07 |
| Sortino Ratio ⓘ | 4.51 | 0.99 | 0.72 |