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 ⓘ | 4.88% | 14.48% | 18.81% |
| Price Trend ⓘ | 0.66 | 0.95 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.97% | 7.60% | 17.40% |
| Max Drawdown ⓘ | -4.95% | -4.95% | -16.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 1.63 | 0.84 |
| Calmar Ratio ⓘ | 0.99 | 2.92 | 1.14 |
| Sortino Ratio ⓘ | 0.81 | 2.22 | 1.04 |