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 ⓘ | 3.61% | 11.49% | 20.93% |
| Price Trend ⓘ | 0.51 | 0.93 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.97% | 8.23% | 19.76% |
| Max Drawdown ⓘ | -5.48% | -5.48% | -19.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 1.15 | 0.85 |
| Calmar Ratio ⓘ | 0.66 | 2.10 | 1.06 |
| Sortino Ratio ⓘ | 0.65 | 1.48 | 1.09 |