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 ⓘ | 6.73% | 6.62% | 14.05% |
| Price Trend ⓘ | 0.71 | -0.03 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.69% | 10.01% | 16.40% |
| Max Drawdown ⓘ | -8.02% | -10.89% | -10.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 0.47 | 0.61 |
| Calmar Ratio ⓘ | 0.84 | 0.61 | 1.29 |
| Sortino Ratio ⓘ | 1.17 | 0.78 | 0.93 |