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 ⓘ | 3.00% | 7.46% | 29.15% |
| Price Trend ⓘ | 0.50 | 0.85 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.90% | 8.64% | 16.92% |
| Max Drawdown ⓘ | -5.31% | -5.42% | -14.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | 0.63 | 1.47 |
| Calmar Ratio ⓘ | 0.56 | 1.38 | 2.04 |
| Sortino Ratio ⓘ | 0.68 | 1.05 | 1.98 |