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 ⓘ | 12.66% | 15.91% | 7.37% |
| Price Trend ⓘ | 0.71 | 0.29 | -0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.17% | 18.37% | 22.25% |
| Max Drawdown ⓘ | -9.75% | -15.23% | -19.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 0.77 | 0.15 |
| Calmar Ratio ⓘ | 1.30 | 1.04 | 0.38 |
| Sortino Ratio ⓘ | 2.05 | 1.29 | 0.25 |