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 ⓘ | 11.03% | 6.97% | 14.57% |
| Price Trend ⓘ | 0.63 | 0.66 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.77% | 15.50% | 23.74% |
| Max Drawdown ⓘ | -6.31% | -11.22% | -11.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | 0.32 | 0.44 |
| Calmar Ratio ⓘ | 1.75 | 0.62 | 1.22 |
| Sortino Ratio ⓘ | 1.69 | 0.66 | 0.82 |