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 ⓘ | 18.93% | 20.62% | 10.52% |
| Price Trend ⓘ | 0.70 | 0.73 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.79% | 13.51% | 22.83% |
| Max Drawdown ⓘ | -7.81% | -8.86% | -16.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.67 | 1.38 | 0.28 |
| Calmar Ratio ⓘ | 2.42 | 2.33 | 0.64 |
| Sortino Ratio ⓘ | 2.28 | 2.01 | 0.40 |