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 ⓘ | 5.39% | 6.27% | 11.20% |
| Price Trend ⓘ | 0.83 | 0.85 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.35% | 17.36% | 20.85% |
| Max Drawdown ⓘ | -3.39% | -17.00% | -21.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 0.24 | 0.32 |
| Calmar Ratio ⓘ | 1.59 | 0.37 | 0.51 |
| Sortino Ratio ⓘ | 1.18 | 0.29 | 0.43 |