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 ⓘ | 11.68% | 18.87% | 15.94% |
| Price Trend ⓘ | 0.81 | 0.84 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.02% | 11.30% | 16.89% |
| Max Drawdown ⓘ | -6.98% | -6.98% | -9.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 1.50 | 0.70 |
| Calmar Ratio ⓘ | 1.67 | 2.70 | 1.63 |
| Sortino Ratio ⓘ | 2.55 | 2.94 | 1.17 |