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 ⓘ | 8.60% | 11.99% | 26.05% |
| Price Trend ⓘ | 0.74 | 0.48 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.37% | 9.28% | 12.14% |
| Max Drawdown ⓘ | -8.57% | -8.88% | -8.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.04 | 1.10 | 1.82 |
| Calmar Ratio ⓘ | 1.00 | 1.35 | 2.93 |
| Sortino Ratio ⓘ | 1.81 | 1.69 | 2.63 |