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 ⓘ | 16.56% | 9.56% | 8.45% |
| Price Trend ⓘ | 0.86 | 0.66 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.75% | 20.43% | 34.00% |
| Max Drawdown ⓘ | -7.34% | -14.90% | -23.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.22 | 0.37 | 0.13 |
| Calmar Ratio ⓘ | 2.26 | 0.64 | 0.35 |
| Sortino Ratio ⓘ | 2.06 | 0.49 | 0.16 |