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 ⓘ | 14.12% | 23.55% | 12.68% |
| Price Trend ⓘ | 0.63 | 0.92 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.06% | 19.74% | 30.97% |
| Max Drawdown ⓘ | -9.56% | -9.56% | -21.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 1.10 | 0.28 |
| Calmar Ratio ⓘ | 1.48 | 2.46 | 0.59 |
| Sortino Ratio ⓘ | 1.18 | 1.76 | 0.41 |