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 ⓘ | 5.60% | 13.56% | 15.33% |
| Price Trend ⓘ | 0.65 | 0.41 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.17% | 14.71% | 25.19% |
| Max Drawdown ⓘ | -9.63% | -12.56% | -23.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | 0.79 | 0.44 |
| Calmar Ratio ⓘ | 0.58 | 1.08 | 0.64 |
| Sortino Ratio ⓘ | 0.78 | 1.40 | 0.68 |