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 ⓘ | 25.26% | 14.61% | 23.34% |
| Price Trend ⓘ | 0.95 | 0.62 | 0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.45% | 16.47% | 24.68% |
| Max Drawdown ⓘ | -6.15% | -13.22% | -20.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.12 | 0.77 | 0.78 |
| Calmar Ratio ⓘ | 4.11 | 1.11 | 1.13 |
| Sortino Ratio ⓘ | 3.29 | 1.16 | 0.96 |