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 ⓘ | 5.71% | 13.95% | 23.27% |
| Price Trend ⓘ | 0.40 | 0.69 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.51% | 12.50% | 21.54% |
| Max Drawdown ⓘ | -8.31% | -8.31% | -11.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 0.96 | 0.89 |
| Calmar Ratio ⓘ | 0.69 | 1.68 | 1.97 |
| Sortino Ratio ⓘ | 0.81 | 1.41 | 1.21 |