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 ⓘ | 11.65% | 13.01% | 16.61% |
| Price Trend ⓘ | 0.94 | 0.80 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.49% | 20.88% | 26.15% |
| Max Drawdown ⓘ | -3.35% | -22.98% | -25.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 0.52 | 0.46 |
| Calmar Ratio ⓘ | 3.48 | 0.57 | 0.65 |
| Sortino Ratio ⓘ | 1.92 | 0.76 | 0.67 |