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 ⓘ | 17.32% | 20.41% | 38.02% |
| Price Trend ⓘ | 0.98 | 0.92 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.76% | 8.16% | 15.80% |
| Max Drawdown ⓘ | -2.06% | -4.87% | -13.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.84 | 2.27 | 2.15 |
| Calmar Ratio ⓘ | 8.40 | 4.19 | 2.78 |
| Sortino Ratio ⓘ | 5.28 | 3.45 | 2.79 |