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 ⓘ | 10.18% | 10.38% | 16.97% |
| Price Trend ⓘ | 0.76 | 0.17 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.84% | 10.97% | 20.17% |
| Max Drawdown ⓘ | -5.49% | -8.35% | -17.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 0.77 | 0.64 |
| Calmar Ratio ⓘ | 1.86 | 1.24 | 0.94 |
| Sortino Ratio ⓘ | 2.19 | 1.35 | 0.93 |