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 ⓘ | 9.68% | 30.62% | 32.01% |
| Price Trend ⓘ | 0.56 | 0.91 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.57% | 16.81% | 22.05% |
| Max Drawdown ⓘ | -8.63% | -8.63% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.70 | 1.71 | 1.27 |
| Calmar Ratio ⓘ | 1.12 | 3.55 | 1.95 |
| Sortino Ratio ⓘ | 1.43 | 2.81 | 1.70 |