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 ⓘ | 1.24% | 6.99% | 35.24% |
| Price Trend ⓘ | 0.17 | 0.43 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.79% | 9.77% | 19.16% |
| Max Drawdown ⓘ | -5.01% | -7.29% | -16.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | 0.51 | 1.62 |
| Calmar Ratio ⓘ | 0.25 | 0.96 | 2.15 |
| Sortino Ratio ⓘ | 0.06 | 0.86 | 2.06 |