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 ⓘ | 18.31% | 12.72% | 9.55% |
| Price Trend ⓘ | 0.75 | 0.11 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.17% | 28.72% | 37.48% |
| Max Drawdown ⓘ | -13.02% | -21.42% | -28.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | 0.38 | 0.15 |
| Calmar Ratio ⓘ | 1.41 | 0.59 | 0.33 |
| Sortino Ratio ⓘ | 1.42 | 0.59 | 0.21 |