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 ⓘ | 20.38% | 23.68% | 37.36% |
| Price Trend ⓘ | 0.83 | 0.61 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.88% | 14.45% | 17.54% |
| Max Drawdown ⓘ | -10.25% | -10.99% | -12.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 1.51 | 1.90 |
| Calmar Ratio ⓘ | 1.99 | 2.16 | 2.94 |
| Sortino Ratio ⓘ | 2.94 | 2.45 | 2.87 |