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 ⓘ | 11.88% | 12.83% | 32.73% |
| Price Trend ⓘ | 0.87 | 0.07 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.27% | 13.97% | 23.62% |
| Max Drawdown ⓘ | -5.43% | -11.62% | -20.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 0.78 | 1.21 |
| Calmar Ratio ⓘ | 2.19 | 1.10 | 1.60 |
| Sortino Ratio ⓘ | 1.72 | 1.13 | 1.53 |