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 ⓘ | 15.32% | 17.26% | 16.73% |
| Price Trend ⓘ | 0.75 | 0.57 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.41% | 18.74% | 33.37% |
| Max Drawdown ⓘ | -8.65% | -10.17% | -23.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.07 | 0.82 | 0.38 |
| Calmar Ratio ⓘ | 1.77 | 1.70 | 0.70 |
| Sortino Ratio ⓘ | 2.00 | 1.33 | 0.46 |