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 ⓘ | 11.82% | 28.83% | 29.20% |
| Price Trend ⓘ | 0.61 | 0.86 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.64% | 21.38% | 28.77% |
| Max Drawdown ⓘ | -14.52% | -14.52% | -18.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.70 | 1.26 | 0.88 |
| Calmar Ratio ⓘ | 0.81 | 1.99 | 1.58 |
| Sortino Ratio ⓘ | 1.04 | 2.12 | 1.56 |