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 ⓘ | 5.57% | 8.62% | 15.94% |
| Price Trend ⓘ | 0.91 | 0.90 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.75% | 12.00% | 20.18% |
| Max Drawdown ⓘ | -4.96% | -7.27% | -11.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 0.55 | 0.58 |
| Calmar Ratio ⓘ | 1.12 | 1.19 | 1.36 |
| Sortino Ratio ⓘ | 0.66 | 0.79 | 0.81 |