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 ⓘ | 5.78% | 11.86% | 24.82% |
| Price Trend ⓘ | 0.51 | 0.37 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.75% | 10.20% | 16.38% |
| Max Drawdown ⓘ | -6.25% | -7.20% | -7.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | 0.97 | 1.27 |
| Calmar Ratio ⓘ | 0.92 | 1.65 | 3.45 |
| Sortino Ratio ⓘ | 0.75 | 1.33 | 1.69 |