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 ⓘ | 5.37% | 18.36% | 21.46% |
| Price Trend ⓘ | 0.60 | 0.94 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.29% | 10.23% | 23.89% |
| Max Drawdown ⓘ | -7.39% | -7.39% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 1.59 | 0.72 |
| Calmar Ratio ⓘ | 0.73 | 2.48 | 0.94 |
| Sortino Ratio ⓘ | 0.71 | 2.11 | 0.96 |