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 ⓘ | 28.96% | 35.31% | 40.01% |
| Price Trend ⓘ | 0.95 | 0.85 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.99% | 16.00% | 24.87% |
| Max Drawdown ⓘ | -5.48% | -5.61% | -16.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.16 | 2.09 | 1.45 |
| Calmar Ratio ⓘ | 5.29 | 6.29 | 2.49 |
| Sortino Ratio ⓘ | 3.77 | 3.60 | 1.91 |