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 ⓘ | 19.47% | 26.82% | 16.07% |
| Price Trend ⓘ | 0.87 | 0.81 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.31% | 16.63% | 27.84% |
| Max Drawdown ⓘ | -5.38% | -9.32% | -17.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.79 | 1.49 | 0.42 |
| Calmar Ratio ⓘ | 3.62 | 2.88 | 0.90 |
| Sortino Ratio ⓘ | 2.90 | 2.13 | 0.59 |