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 ⓘ | 5.25% | 14.71% | 23.15% |
| Price Trend ⓘ | 0.59 | 0.94 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.98% | 8.95% | 16.92% |
| Max Drawdown ⓘ | -4.84% | -4.84% | -14.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | 1.42 | 1.12 |
| Calmar Ratio ⓘ | 1.08 | 3.04 | 1.59 |
| Sortino Ratio ⓘ | 0.78 | 1.93 | 1.44 |