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 ⓘ | 5.03% | 15.85% | 15.52% |
| Price Trend ⓘ | 0.68 | 0.95 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.20% | 7.79% | 19.69% |
| Max Drawdown ⓘ | -5.07% | -5.07% | -18.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 1.77 | 0.57 |
| Calmar Ratio ⓘ | 0.99 | 3.13 | 0.83 |
| Sortino Ratio ⓘ | 0.80 | 2.32 | 0.72 |