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 ⓘ | 5.77% | 12.93% | 12.66% |
| Price Trend ⓘ | 0.54 | 0.83 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.99% | 11.98% | 22.21% |
| Max Drawdown ⓘ | -5.19% | -5.62% | -14.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | 0.91 | 0.38 |
| Calmar Ratio ⓘ | 1.11 | 2.30 | 0.85 |
| Sortino Ratio ⓘ | 0.88 | 1.51 | 0.49 |