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 ⓘ | 12.25% | 14.53% | 19.49% |
| Price Trend ⓘ | 0.97 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.18% | 6.97% | 15.13% |
| Max Drawdown ⓘ | -1.35% | -3.45% | -13.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.18 | 1.81 | 1.02 |
| Calmar Ratio ⓘ | 9.07 | 4.21 | 1.47 |
| Sortino Ratio ⓘ | 3.63 | 2.86 | 1.31 |