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 ⓘ | 3.38% | 7.45% | 17.36% |
| Price Trend ⓘ | 0.49 | 0.86 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.37% | 8.10% | 19.36% |
| Max Drawdown ⓘ | -2.58% | -5.07% | -16.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 0.68 | 0.69 |
| Calmar Ratio ⓘ | 1.31 | 1.47 | 1.07 |
| Sortino Ratio ⓘ | 0.60 | 0.86 | 0.87 |