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 ⓘ | 12.09% | 7.52% | 24.18% |
| Price Trend ⓘ | 0.76 | -0.05 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.27% | 12.04% | 15.70% |
| Max Drawdown ⓘ | -9.82% | -15.03% | -16.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 0.47 | 1.29 |
| Calmar Ratio ⓘ | 1.23 | 0.50 | 1.47 |
| Sortino Ratio ⓘ | 2.14 | 0.75 | 1.86 |