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 ⓘ | 3.38% | 7.50% | 17.44% |
| Price Trend ⓘ | 0.49 | 0.86 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.38% | 8.07% | 18.42% |
| Max Drawdown ⓘ | -2.60% | -5.06% | -16.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 0.69 | 0.73 |
| Calmar Ratio ⓘ | 1.30 | 1.48 | 1.08 |
| Sortino Ratio ⓘ | 0.61 | 0.88 | 0.91 |