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 ⓘ | 6.57% | 18.41% | 22.09% |
| Price Trend ⓘ | 0.68 | 0.94 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.61% | 10.39% | 23.90% |
| Max Drawdown ⓘ | -7.88% | -7.88% | -22.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 1.57 | 0.75 |
| Calmar Ratio ⓘ | 0.83 | 2.34 | 0.97 |
| Sortino Ratio ⓘ | 0.81 | 2.03 | 0.98 |