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 ⓘ | 9.25% | 10.03% | 10.62% |
| Price Trend ⓘ | 0.90 | 0.63 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.72% | 7.68% | 16.08% |
| Max Drawdown ⓘ | -2.50% | -4.49% | -14.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.45 | 1.05 | 0.40 |
| Calmar Ratio ⓘ | 3.71 | 2.24 | 0.76 |
| Sortino Ratio ⓘ | 3.09 | 2.03 | 0.54 |