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 ⓘ | 6.91% | 11.87% | 22.09% |
| Price Trend ⓘ | 0.91 | 0.69 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.64% | 17.46% | 30.39% |
| Max Drawdown ⓘ | -7.21% | -12.72% | -27.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 0.57 | 0.59 |
| Calmar Ratio ⓘ | 0.96 | 0.93 | 0.81 |
| Sortino Ratio ⓘ | 0.54 | 0.74 | 0.72 |