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 ⓘ | 6.42% | 19.01% | 20.43% |
| Price Trend ⓘ | 0.76 | 0.96 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.73% | 8.49% | 20.20% |
| Max Drawdown ⓘ | -5.48% | -5.48% | -19.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | 2.00 | 0.80 |
| Calmar Ratio ⓘ | 1.17 | 3.47 | 1.03 |
| Sortino Ratio ⓘ | 1.04 | 2.58 | 1.03 |