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 ⓘ | 7.33% | 6.46% | 6.62% |
| Price Trend ⓘ | 0.81 | 0.39 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.73% | 8.74% | 16.56% |
| Max Drawdown ⓘ | -3.41% | -4.91% | -14.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.11 | 0.52 | 0.15 |
| Calmar Ratio ⓘ | 2.15 | 1.32 | 0.46 |
| Sortino Ratio ⓘ | 1.74 | 0.77 | 0.20 |