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 ⓘ | 12.86% | 20.01% | 12.90% |
| Price Trend ⓘ | 0.40 | 0.80 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.38% | 16.44% | 20.82% |
| Max Drawdown ⓘ | -8.33% | -9.94% | -19.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 1.09 | 0.40 |
| Calmar Ratio ⓘ | 1.54 | 2.01 | 0.65 |
| Sortino Ratio ⓘ | 1.56 | 1.44 | 0.54 |