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 ⓘ | 11.60% | 23.85% | 22.12% |
| Price Trend ⓘ | 0.75 | 0.87 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.20% | 17.08% | 31.53% |
| Max Drawdown ⓘ | -8.61% | -10.32% | -28.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | 1.28 | 0.57 |
| Calmar Ratio ⓘ | 1.35 | 2.31 | 0.77 |
| Sortino Ratio ⓘ | 1.24 | 1.96 | 0.77 |