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% | 28.35% | 12.89% |
| Price Trend ⓘ | 0.57 | 0.10 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.96% | 16.34% | 24.81% |
| Max Drawdown ⓘ | -10.04% | -19.18% | -21.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.16 | 1.61 | 0.35 |
| Calmar Ratio ⓘ | 1.48 | 1.48 | 0.61 |
| Sortino Ratio ⓘ | 2.27 | 3.63 | 0.62 |