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 ⓘ | 6.80% | 11.60% | 23.08% |
| Price Trend ⓘ | 0.61 | 0.48 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.89% | 14.85% | 24.52% |
| Max Drawdown ⓘ | -11.15% | -11.22% | -11.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 0.64 | 0.77 |
| Calmar Ratio ⓘ | 0.61 | 1.03 | 1.93 |
| Sortino Ratio ⓘ | 1.19 | 1.37 | 1.47 |