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 ⓘ | 21.49% | 23.37% | 20.79% |
| Price Trend ⓘ | 0.87 | 0.55 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.32% | 19.22% | 27.51% |
| Max Drawdown ⓘ | -5.75% | -11.59% | -19.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.43 | 1.11 | 0.60 |
| Calmar Ratio ⓘ | 3.74 | 2.02 | 1.05 |
| Sortino Ratio ⓘ | 3.39 | 1.75 | 0.90 |