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 ⓘ | 14.32% | 13.51% | 19.52% |
| Price Trend ⓘ | 0.79 | 0.84 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.05% | 15.70% | 28.48% |
| Max Drawdown ⓘ | -10.13% | -12.70% | -24.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 0.74 | 0.54 |
| Calmar Ratio ⓘ | 1.41 | 1.06 | 0.78 |
| Sortino Ratio ⓘ | 1.62 | 0.95 | 0.66 |