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 ⓘ | 6.07% | 30.88% | 19.39% |
| Price Trend ⓘ | 0.10 | 0.87 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.30% | 18.68% | 32.74% |
| Max Drawdown ⓘ | -10.54% | -10.54% | -27.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 1.54 | 0.46 |
| Calmar Ratio ⓘ | 0.58 | 2.93 | 0.72 |
| Sortino Ratio ⓘ | 1.22 | 4.08 | 0.75 |