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 ⓘ | 5.76% | 11.70% | 36.00% |
| Price Trend ⓘ | 0.88 | 0.82 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.38% | 16.41% | 23.70% |
| Max Drawdown ⓘ | -5.41% | -8.88% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 0.58 | 1.33 |
| Calmar Ratio ⓘ | 1.06 | 1.32 | 2.20 |
| Sortino Ratio ⓘ | 0.60 | 0.73 | 2.11 |