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 ⓘ | 10.39% | 8.16% | 10.18% |
| Price Trend ⓘ | 0.70 | 0.66 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.91% | 11.03% | 17.89% |
| Max Drawdown ⓘ | -6.19% | -7.31% | -10.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 0.56 | 0.34 |
| Calmar Ratio ⓘ | 1.68 | 1.12 | 0.96 |
| Sortino Ratio ⓘ | 2.22 | 0.98 | 0.51 |