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 ⓘ | 2.71% | 20.04% | 27.99% |
| Price Trend ⓘ | 0.71 | 0.10 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.81% | 15.41% | 25.61% |
| Max Drawdown ⓘ | -5.60% | -10.86% | -14.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 1.17 | 0.93 |
| Calmar Ratio ⓘ | 0.48 | 1.84 | 1.90 |
| Sortino Ratio ⓘ | 0.33 | 2.29 | 1.29 |