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 ⓘ | 8.39% | 9.63% | 10.29% |
| Price Trend ⓘ | 0.61 | 0.72 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.84% | 14.14% | 24.22% |
| Max Drawdown ⓘ | -6.66% | -9.97% | -12.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.54 | 0.26 |
| Calmar Ratio ⓘ | 1.26 | 0.97 | 0.82 |
| Sortino Ratio ⓘ | 0.90 | 0.71 | 0.33 |