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 ⓘ | 10.19% | 9.70% | 15.59% |
| Price Trend ⓘ | 0.97 | 0.87 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.55% | 7.95% | 17.30% |
| Max Drawdown ⓘ | -1.74% | -5.17% | -14.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.67 | 0.98 | 0.67 |
| Calmar Ratio ⓘ | 5.84 | 1.88 | 1.06 |
| Sortino Ratio ⓘ | 2.83 | 1.51 | 0.89 |