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 ⓘ | 14.44% | 10.44% | 16.66% |
| Price Trend ⓘ | 0.89 | 0.50 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.06% | 13.81% | 20.17% |
| Max Drawdown ⓘ | -7.95% | -10.05% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 0.62 | 0.62 |
| Calmar Ratio ⓘ | 1.82 | 1.04 | 1.03 |
| Sortino Ratio ⓘ | 3.10 | 0.87 | 0.85 |