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 ⓘ | 5.23% | 9.84% | 20.75% |
| Price Trend ⓘ | 0.89 | 0.85 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.60% | 16.49% | 19.16% |
| Max Drawdown ⓘ | -3.39% | -15.85% | -18.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | 0.47 | 0.85 |
| Calmar Ratio ⓘ | 1.54 | 0.62 | 1.12 |
| Sortino Ratio ⓘ | 1.26 | 0.61 | 1.16 |