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 ⓘ | 7.07% | 11.30% | 12.75% |
| Price Trend ⓘ | 0.78 | 0.75 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.31% | 10.58% | 20.99% |
| Max Drawdown ⓘ | -6.01% | -6.09% | -22.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | 0.88 | 0.41 |
| Calmar Ratio ⓘ | 1.18 | 1.85 | 0.58 |
| Sortino Ratio ⓘ | 1.42 | 1.49 | 0.57 |