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 ⓘ | 6.09% | 19.33% | 22.01% |
| Price Trend ⓘ | 0.61 | 0.87 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.26% | 13.24% | 22.72% |
| Max Drawdown ⓘ | -8.48% | -8.48% | -23.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | 1.31 | 0.79 |
| Calmar Ratio ⓘ | 0.72 | 2.28 | 0.93 |
| Sortino Ratio ⓘ | 0.92 | 2.32 | 1.16 |