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 ⓘ | 6.29% | 12.39% | 16.60% |
| Price Trend ⓘ | 0.80 | 0.88 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.49% | 27.63% | 36.41% |
| Max Drawdown ⓘ | -10.89% | -20.11% | -34.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.37 | 0.33 |
| Calmar Ratio ⓘ | 0.58 | 0.62 | 0.48 |
| Sortino Ratio ⓘ | 0.51 | 0.53 | 0.39 |