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 ⓘ | 4.80% | 16.86% | 22.34% |
| Price Trend ⓘ | 0.44 | 0.21 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.23% | 13.00% | 19.99% |
| Max Drawdown ⓘ | -11.49% | -11.49% | -11.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | 1.15 | 0.91 |
| Calmar Ratio ⓘ | 0.42 | 1.47 | 1.94 |
| Sortino Ratio ⓘ | 0.65 | 2.16 | 1.33 |