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 ⓘ | 5.54% | 21.15% | 15.40% |
| Price Trend ⓘ | 0.61 | 0.91 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.25% | 14.01% | 26.88% |
| Max Drawdown ⓘ | -7.19% | -8.20% | -27.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 1.36 | 0.41 |
| Calmar Ratio ⓘ | 0.77 | 2.58 | 0.56 |
| Sortino Ratio ⓘ | 0.66 | 1.99 | 0.46 |