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 ⓘ | 16.30% | 16.24% | 11.40% |
| Price Trend ⓘ | 0.72 | 0.64 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.71% | 14.72% | 22.72% |
| Max Drawdown ⓘ | -9.40% | -9.99% | -17.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.43 | 0.97 | 0.32 |
| Calmar Ratio ⓘ | 1.73 | 1.63 | 0.64 |
| Sortino Ratio ⓘ | 2.90 | 1.80 | 0.55 |