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 ⓘ | 16.32% | 12.00% | 9.19% |
| Price Trend ⓘ | 0.91 | 0.67 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.26% | 8.58% | 14.04% |
| Max Drawdown ⓘ | -3.02% | -5.86% | -8.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.46 | 1.17 | 0.37 |
| Calmar Ratio ⓘ | 5.40 | 2.05 | 1.08 |
| Sortino Ratio ⓘ | 5.76 | 2.18 | 0.55 |