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 ⓘ | 2.68% | 17.48% | 26.45% |
| Price Trend ⓘ | 0.11 | 0.84 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.60% | 12.70% | 24.18% |
| Max Drawdown ⓘ | -6.99% | -6.99% | -24.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.18 | 1.21 | 0.92 |
| Calmar Ratio ⓘ | 0.38 | 2.50 | 1.08 |
| Sortino Ratio ⓘ | 0.23 | 1.63 | 1.11 |