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 ⓘ | 6.74% | 4.81% | 19.50% |
| Price Trend ⓘ | 0.29 | 0.50 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.81% | 11.09% | 17.69% |
| Max Drawdown ⓘ | -6.98% | -6.98% | -9.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 0.26 | 0.87 |
| Calmar Ratio ⓘ | 0.96 | 0.69 | 1.99 |
| Sortino Ratio ⓘ | 1.21 | 0.48 | 1.50 |