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 ⓘ | 13.19% | 18.86% | 17.65% |
| Price Trend ⓘ | 0.78 | 0.93 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.20% | 12.05% | 19.96% |
| Max Drawdown ⓘ | -2.88% | -5.57% | -12.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.33 | 1.40 | 0.67 |
| Calmar Ratio ⓘ | 4.58 | 3.39 | 1.43 |
| Sortino Ratio ⓘ | 3.80 | 3.04 | 0.92 |