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 ⓘ | 6.26% | 17.06% | 36.40% |
| Price Trend ⓘ | 0.35 | 0.03 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.34% | 21.29% | 34.67% |
| Max Drawdown ⓘ | -17.08% | -18.32% | -21.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | 0.71 | 0.93 |
| Calmar Ratio ⓘ | 0.37 | 0.93 | 1.66 |
| Sortino Ratio ⓘ | 0.52 | 1.01 | 1.11 |