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 ⓘ | 13.44% | 15.56% | 29.00% |
| Price Trend ⓘ | 0.81 | 0.86 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.99% | 18.72% | 27.06% |
| Max Drawdown ⓘ | -6.72% | -13.54% | -17.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.03 | 0.72 | 0.90 |
| Calmar Ratio ⓘ | 2.00 | 1.15 | 1.70 |
| Sortino Ratio ⓘ | 1.96 | 1.01 | 1.36 |