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 ⓘ | 4.72% | 2.79% | 11.55% |
| Price Trend ⓘ | 0.88 | 0.54 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.00% | 13.42% | 15.42% |
| Max Drawdown ⓘ | -2.85% | -13.75% | -14.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.73 | 0.05 | 0.45 |
| Calmar Ratio ⓘ | 1.65 | 0.20 | 0.80 |
| Sortino Ratio ⓘ | 1.09 | 0.07 | 0.60 |