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 ⓘ | 3.26% | 10.93% | 22.60% |
| Price Trend ⓘ | 0.25 | 0.89 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.15% | 10.62% | 23.40% |
| Max Drawdown ⓘ | -7.88% | -7.88% | -22.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.84 | 0.79 |
| Calmar Ratio ⓘ | 0.41 | 1.39 | 0.99 |
| Sortino Ratio ⓘ | 0.38 | 1.08 | 1.02 |