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 ⓘ | 3.34% | 7.51% | 17.48% |
| Price Trend ⓘ | 0.50 | 0.86 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.38% | 8.08% | 18.53% |
| Max Drawdown ⓘ | -2.61% | -5.05% | -16.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.69 | 0.72 |
| Calmar Ratio ⓘ | 1.28 | 1.49 | 1.08 |
| Sortino Ratio ⓘ | 0.59 | 0.88 | 0.90 |