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 ⓘ | 11.67% | 16.70% | 21.43% |
| Price Trend ⓘ | 0.67 | 0.78 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.32% | 16.49% | 20.58% |
| Max Drawdown ⓘ | -4.77% | -14.48% | -14.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 0.89 | 0.82 |
| Calmar Ratio ⓘ | 2.45 | 1.15 | 1.46 |
| Sortino Ratio ⓘ | 2.24 | 1.27 | 1.21 |