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 ⓘ | 8.12% | 22.51% | 21.29% |
| Price Trend ⓘ | 0.81 | 0.97 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.51% | 9.15% | 21.92% |
| Max Drawdown ⓘ | -5.74% | -5.74% | -22.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 2.24 | 0.78 |
| Calmar Ratio ⓘ | 1.41 | 3.92 | 0.93 |
| Sortino Ratio ⓘ | 1.28 | 3.10 | 1.03 |