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 ⓘ | 12.22% | 11.17% | 25.12% |
| Price Trend ⓘ | 0.62 | 0.76 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.16% | 19.06% | 27.87% |
| Max Drawdown ⓘ | -9.15% | -11.59% | -19.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 0.48 | 0.75 |
| Calmar Ratio ⓘ | 1.34 | 0.96 | 1.26 |
| Sortino Ratio ⓘ | 1.52 | 0.83 | 1.14 |