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 ⓘ | 7.27% | 13.43% | 17.02% |
| Price Trend ⓘ | 0.90 | 0.88 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.31% | 13.47% | 16.21% |
| Max Drawdown ⓘ | -3.98% | -13.70% | -13.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 0.84 | 0.77 |
| Calmar Ratio ⓘ | 1.83 | 0.98 | 1.24 |
| Sortino Ratio ⓘ | 2.02 | 1.06 | 1.05 |