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 ⓘ | 4.84% | 13.87% | 41.08% |
| Price Trend ⓘ | 0.29 | 0.80 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.44% | 18.23% | 28.18% |
| Max Drawdown ⓘ | -7.02% | -7.58% | -16.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | 0.65 | 1.31 |
| Calmar Ratio ⓘ | 0.69 | 1.83 | 2.43 |
| Sortino Ratio ⓘ | 0.51 | 1.20 | 2.24 |