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 ⓘ | 14.76% | 15.02% | 21.24% |
| Price Trend ⓘ | 0.96 | 0.72 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.18% | 14.57% | 28.41% |
| Max Drawdown ⓘ | -5.00% | -12.70% | -26.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.35 | 0.89 | 0.60 |
| Calmar Ratio ⓘ | 2.95 | 1.18 | 0.79 |
| Sortino Ratio ⓘ | 1.78 | 1.32 | 0.76 |