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 ⓘ | 14.87% | 9.27% | 18.36% |
| Price Trend ⓘ | 0.87 | 0.71 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.34% | 16.79% | 28.21% |
| Max Drawdown ⓘ | -6.74% | -11.58% | -20.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | 0.44 | 0.51 |
| Calmar Ratio ⓘ | 2.21 | 0.80 | 0.88 |
| Sortino Ratio ⓘ | 1.96 | 0.58 | 0.64 |