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 ⓘ | 4.56% | 15.60% | 14.81% |
| Price Trend ⓘ | 0.63 | 0.94 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.30% | 7.92% | 19.04% |
| Max Drawdown ⓘ | -5.33% | -5.33% | -19.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 1.71 | 0.55 |
| Calmar Ratio ⓘ | 0.86 | 2.92 | 0.78 |
| Sortino Ratio ⓘ | 0.72 | 2.26 | 0.69 |