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 ⓘ | 4.28% | 13.66% | 20.76% |
| Price Trend ⓘ | 0.47 | 0.93 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.61% | 9.08% | 21.55% |
| Max Drawdown ⓘ | -5.72% | -5.72% | -22.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 1.29 | 0.77 |
| Calmar Ratio ⓘ | 0.75 | 2.39 | 0.91 |
| Sortino Ratio ⓘ | 0.68 | 1.70 | 1.00 |