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 ⓘ | 4.93% | 14.81% | 18.72% |
| Price Trend ⓘ | 0.81 | 0.92 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.18% | 14.52% | 27.08% |
| Max Drawdown ⓘ | -8.67% | -8.67% | -27.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 0.88 | 0.54 |
| Calmar Ratio ⓘ | 0.57 | 1.71 | 0.68 |
| Sortino Ratio ⓘ | 0.46 | 1.22 | 0.60 |