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 ⓘ | 5.94% | 9.18% | 15.75% |
| Price Trend ⓘ | 0.90 | 0.47 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.76% | 16.19% | 27.77% |
| Max Drawdown ⓘ | -6.20% | -11.58% | -25.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | 0.44 | 0.42 |
| Calmar Ratio ⓘ | 0.96 | 0.79 | 0.63 |
| Sortino Ratio ⓘ | 0.50 | 0.63 | 0.53 |