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 ⓘ | 5.07% | 15.92% | 15.59% |
| Price Trend ⓘ | 0.68 | 0.95 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.14% | 7.76% | 18.75% |
| Max Drawdown ⓘ | -5.06% | -5.06% | -18.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.67 | 1.79 | 0.61 |
| Calmar Ratio ⓘ | 1.00 | 3.15 | 0.83 |
| Sortino Ratio ⓘ | 0.82 | 2.35 | 0.76 |