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 ⓘ | 8.32% | 13.87% | 20.27% |
| Price Trend ⓘ | 0.61 | 0.93 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.42% | 17.09% | 31.59% |
| Max Drawdown ⓘ | -8.61% | -8.61% | -28.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | 0.70 | 0.51 |
| Calmar Ratio ⓘ | 0.97 | 1.61 | 0.71 |
| Sortino Ratio ⓘ | 0.80 | 1.09 | 0.71 |