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 ⓘ | 4.22% | 10.90% | 19.80% |
| Price Trend ⓘ | 0.65 | 0.93 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.58% | 7.64% | 18.36% |
| Max Drawdown ⓘ | -5.06% | -5.06% | -18.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | 1.17 | 0.85 |
| Calmar Ratio ⓘ | 0.83 | 2.15 | 1.06 |
| Sortino Ratio ⓘ | 0.85 | 1.52 | 1.07 |