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 ⓘ | 5.40% | 10.53% | 17.51% |
| Price Trend ⓘ | 0.56 | 0.79 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.76% | 15.73% | 19.57% |
| Max Drawdown ⓘ | -6.69% | -15.16% | -15.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 0.54 | 0.66 |
| Calmar Ratio ⓘ | 0.81 | 0.69 | 1.16 |
| Sortino Ratio ⓘ | 0.94 | 0.80 | 1.02 |