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 ⓘ | 16.65% | 20.81% | 11.85% |
| Price Trend ⓘ | 0.92 | 0.86 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.09% | 10.29% | 17.21% |
| Max Drawdown ⓘ | -3.56% | -5.64% | -13.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.21 | 1.82 | 0.44 |
| Calmar Ratio ⓘ | 4.68 | 3.69 | 0.87 |
| Sortino Ratio ⓘ | 4.22 | 2.92 | 0.60 |