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 ⓘ | 5.13% | 24.75% | 23.14% |
| Price Trend ⓘ | 0.81 | 0.96 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.80% | 11.62% | 21.05% |
| Max Drawdown ⓘ | -4.42% | -4.42% | -14.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 1.95 | 0.90 |
| Calmar Ratio ⓘ | 1.16 | 5.60 | 1.61 |
| Sortino Ratio ⓘ | 0.91 | 4.15 | 1.23 |