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 ⓘ | 2.74% | 25.29% | 26.69% |
| Price Trend ⓘ | 0.46 | 0.90 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.43% | 15.66% | 21.78% |
| Max Drawdown ⓘ | -5.29% | -7.56% | -14.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 1.48 | 1.02 |
| Calmar Ratio ⓘ | 0.52 | 3.35 | 1.82 |
| Sortino Ratio ⓘ | 0.37 | 2.26 | 1.58 |