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 ⓘ | 4.90% | 18.89% | 10.13% |
| Price Trend ⓘ | 0.15 | 0.82 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.91% | 11.54% | 23.40% |
| Max Drawdown ⓘ | -6.95% | -6.95% | -24.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 1.46 | 0.25 |
| Calmar Ratio ⓘ | 0.70 | 2.72 | 0.41 |
| Sortino Ratio ⓘ | 0.99 | 2.47 | 0.36 |