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 ⓘ | 7.43% | 3.46% | 17.45% |
| Price Trend ⓘ | 0.79 | -0.08 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.96% | 10.58% | 17.55% |
| Max Drawdown ⓘ | -4.56% | -7.88% | -9.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | 0.13 | 0.75 |
| Calmar Ratio ⓘ | 1.63 | 0.44 | 1.78 |
| Sortino Ratio ⓘ | 1.59 | 0.26 | 1.30 |