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 ⓘ | 3.57% | 6.27% | 27.75% |
| Price Trend ⓘ | 0.49 | 0.75 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.97% | 10.70% | 18.94% |
| Max Drawdown ⓘ | -5.16% | -6.69% | -15.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.39 | 1.24 |
| Calmar Ratio ⓘ | 0.69 | 0.94 | 1.83 |
| Sortino Ratio ⓘ | 0.79 | 0.66 | 1.93 |