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 ⓘ | 3.85% | 11.75% | 7.43% |
| Price Trend ⓘ | 0.60 | 0.93 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 4.86% | 6.67% | 15.25% |
| Max Drawdown ⓘ | -3.45% | -3.45% | -14.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 1.46 | 0.21 |
| Calmar Ratio ⓘ | 1.11 | 3.40 | 0.51 |
| Sortino Ratio ⓘ | 0.91 | 2.32 | 0.27 |