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 ⓘ | 18.10% | 15.80% | 15.08% |
| Price Trend ⓘ | 0.95 | 0.81 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.75% | 7.89% | 16.21% |
| Max Drawdown ⓘ | -1.20% | -4.38% | -14.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.98 | 1.76 | 0.68 |
| Calmar Ratio ⓘ | 15.10 | 3.61 | 1.07 |
| Sortino Ratio ⓘ | 7.93 | 3.64 | 0.92 |