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 ⓘ | 17.91% | 19.07% | 24.53% |
| Price Trend ⓘ | 0.83 | 0.89 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.02% | 14.56% | 24.30% |
| Max Drawdown ⓘ | -5.48% | -6.24% | -16.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.54 | 1.17 | 0.84 |
| Calmar Ratio ⓘ | 3.27 | 3.06 | 1.53 |
| Sortino Ratio ⓘ | 2.82 | 1.81 | 1.09 |