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 ⓘ | 9.83% | 4.98% | 19.28% |
| Price Trend ⓘ | 0.76 | 0.26 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.14% | 12.75% | 25.69% |
| Max Drawdown ⓘ | -4.70% | -10.86% | -14.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 0.24 | 0.59 |
| Calmar Ratio ⓘ | 2.09 | 0.46 | 1.31 |
| Sortino Ratio ⓘ | 1.50 | 0.36 | 0.83 |