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 ⓘ | 19.55% | 17.77% | 25.21% |
| Price Trend ⓘ | 0.91 | 0.56 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.77% | 10.63% | 17.13% |
| Max Drawdown ⓘ | -4.37% | -7.02% | -10.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.39 | 1.49 | 1.23 |
| Calmar Ratio ⓘ | 4.48 | 2.53 | 2.47 |
| Sortino Ratio ⓘ | 3.82 | 2.18 | 1.76 |