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 ⓘ | 8.51% | 22.69% | 14.88% |
| Price Trend ⓘ | 0.79 | 0.93 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.76% | 15.75% | 22.05% |
| Max Drawdown ⓘ | -8.65% | -9.48% | -16.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | 1.32 | 0.50 |
| Calmar Ratio ⓘ | 0.98 | 2.39 | 0.88 |
| Sortino Ratio ⓘ | 1.11 | 2.24 | 0.79 |