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 ⓘ | 17.19% | 19.20% | 19.00% |
| Price Trend ⓘ | 0.87 | 0.74 | 0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.88% | 12.62% | 19.06% |
| Max Drawdown ⓘ | -4.59% | -9.41% | -14.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.83 | 1.36 | 0.77 |
| Calmar Ratio ⓘ | 3.74 | 2.04 | 1.28 |
| Sortino Ratio ⓘ | 3.84 | 2.14 | 1.08 |