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 ⓘ | 4.83% | 25.95% | 29.05% |
| Price Trend ⓘ | 0.61 | 0.92 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.53% | 13.67% | 19.26% |
| Max Drawdown ⓘ | -8.52% | -8.52% | -8.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 1.76 | 1.30 |
| Calmar Ratio ⓘ | 0.57 | 3.04 | 3.23 |
| Sortino Ratio ⓘ | 0.65 | 2.82 | 1.86 |