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 ⓘ | 7.26% | 13.97% | 19.22% |
| Price Trend ⓘ | 0.86 | 0.88 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.92% | 13.90% | 16.54% |
| Max Drawdown ⓘ | -4.41% | -13.40% | -13.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.04 | 0.85 | 0.89 |
| Calmar Ratio ⓘ | 1.65 | 1.04 | 1.43 |
| Sortino Ratio ⓘ | 1.81 | 1.11 | 1.22 |