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 ⓘ | 8.55% | 8.65% | 10.19% |
| Price Trend ⓘ | 0.75 | 0.32 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.40% | 17.19% | 22.26% |
| Max Drawdown ⓘ | -4.83% | -10.10% | -21.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 0.38 | 0.25 |
| Calmar Ratio ⓘ | 1.77 | 0.86 | 0.48 |
| Sortino Ratio ⓘ | 1.80 | 0.39 | 0.29 |