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 ⓘ | 10.93% | 6.70% | 16.12% |
| Price Trend ⓘ | 0.98 | 0.76 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.83% | 19.20% | 22.03% |
| Max Drawdown ⓘ | -2.37% | -21.94% | -22.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.69 | 0.24 | 0.53 |
| Calmar Ratio ⓘ | 4.61 | 0.31 | 0.71 |
| Sortino Ratio ⓘ | 2.86 | 0.32 | 0.68 |