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 ⓘ | 25.29% | 32.57% | 38.38% |
| Price Trend ⓘ | 0.92 | 0.84 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.44% | 24.80% | 29.29% |
| Max Drawdown ⓘ | -4.53% | -21.58% | -22.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.68 | 1.23 | 1.15 |
| Calmar Ratio ⓘ | 5.59 | 1.51 | 1.74 |
| Sortino Ratio ⓘ | 4.74 | 1.79 | 1.77 |