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 ⓘ | 3.77% | 17.65% | 24.23% |
| Price Trend ⓘ | 0.54 | 0.88 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.33% | 7.96% | 15.45% |
| Max Drawdown ⓘ | -4.54% | -5.01% | -14.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | 1.96 | 1.29 |
| Calmar Ratio ⓘ | 0.83 | 3.52 | 1.65 |
| Sortino Ratio ⓘ | 0.75 | 3.27 | 1.60 |