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 ⓘ | 2.42% | 10.77% | 23.07% |
| Price Trend ⓘ | 0.48 | 0.76 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.77% | 13.44% | 21.73% |
| Max Drawdown ⓘ | -8.16% | -8.50% | -14.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | 0.65 | 0.87 |
| Calmar Ratio ⓘ | 0.30 | 1.27 | 1.63 |
| Sortino Ratio ⓘ | 0.35 | 1.27 | 1.16 |