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 ⓘ | 3.94% | 10.58% | 19.32% |
| Price Trend ⓘ | 0.61 | 0.92 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.75% | 7.84% | 18.59% |
| Max Drawdown ⓘ | -5.35% | -5.35% | -19.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | 1.10 | 0.82 |
| Calmar Ratio ⓘ | 0.74 | 1.98 | 1.01 |
| Sortino Ratio ⓘ | 0.81 | 1.44 | 1.01 |