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 ⓘ | 4.02% | 8.35% | 15.54% |
| Price Trend ⓘ | 0.71 | 0.54 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.25% | 12.91% | 21.57% |
| Max Drawdown ⓘ | -8.02% | -8.02% | -12.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | 0.50 | 0.53 |
| Calmar Ratio ⓘ | 0.50 | 1.04 | 1.22 |
| Sortino Ratio ⓘ | 0.41 | 0.69 | 0.72 |