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 ⓘ | 7.59% | 6.29% | 24.62% |
| Price Trend ⓘ | 0.71 | 0.46 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.39% | 18.20% | 26.24% |
| Max Drawdown ⓘ | -9.39% | -9.39% | -11.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.24 | 0.78 |
| Calmar Ratio ⓘ | 0.81 | 0.67 | 2.08 |
| Sortino Ratio ⓘ | 0.47 | 0.28 | 1.03 |