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 ⓘ | 7.58% | 14.57% | 13.32% |
| Price Trend ⓘ | 0.72 | 0.83 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.41% | 12.62% | 22.59% |
| Max Drawdown ⓘ | -7.51% | -7.51% | -24.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 1.00 | 0.41 |
| Calmar Ratio ⓘ | 1.01 | 1.94 | 0.55 |
| Sortino Ratio ⓘ | 1.34 | 1.76 | 0.59 |