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 ⓘ | 5.84% | 18.48% | 19.17% |
| Price Trend ⓘ | 0.63 | 0.94 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.37% | 10.28% | 23.85% |
| Max Drawdown ⓘ | -7.48% | -7.48% | -23.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | 1.60 | 0.63 |
| Calmar Ratio ⓘ | 0.78 | 2.47 | 0.82 |
| Sortino Ratio ⓘ | 0.75 | 2.07 | 0.83 |