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 ⓘ | 4.95% | 5.89% | 9.26% |
| Price Trend ⓘ | 0.28 | 0.15 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.07% | 16.12% | 23.25% |
| Max Drawdown ⓘ | -8.02% | -12.22% | -16.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | 0.23 | 0.20 |
| Calmar Ratio ⓘ | 0.62 | 0.48 | 0.57 |
| Sortino Ratio ⓘ | 0.61 | 0.29 | 0.28 |