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 ⓘ | 11.69% | 26.13% | 31.81% |
| Price Trend ⓘ | 0.78 | 0.86 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.40% | 15.19% | 25.24% |
| Max Drawdown ⓘ | -7.72% | -7.72% | -21.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 1.59 | 1.10 |
| Calmar Ratio ⓘ | 1.51 | 3.38 | 1.45 |
| Sortino Ratio ⓘ | 2.39 | 2.75 | 1.62 |