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 ⓘ | 9.41% | 8.21% | 14.08% |
| Price Trend ⓘ | 0.41 | 0.70 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.22% | 13.86% | 22.73% |
| Max Drawdown ⓘ | -8.21% | -8.93% | -12.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.91 | 0.44 | 0.43 |
| Calmar Ratio ⓘ | 1.15 | 0.92 | 1.13 |
| Sortino Ratio ⓘ | 1.32 | 0.69 | 0.59 |