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 ⓘ | 9.12% | 5.95% | 27.22% |
| Price Trend ⓘ | 0.54 | 0.64 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.57% | 12.77% | 21.78% |
| Max Drawdown ⓘ | -9.07% | -9.10% | -11.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 0.31 | 1.05 |
| Calmar Ratio ⓘ | 1.01 | 0.65 | 2.30 |
| Sortino Ratio ⓘ | 0.95 | 0.41 | 1.50 |