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 ⓘ | 4.86% | 12.59% | 26.78% |
| Price Trend ⓘ | 0.66 | 0.95 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.88% | 8.04% | 15.80% |
| Max Drawdown ⓘ | -4.87% | -4.87% | -13.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 1.31 | 1.43 |
| Calmar Ratio ⓘ | 1.00 | 2.58 | 1.96 |
| Sortino Ratio ⓘ | 0.89 | 1.97 | 1.83 |