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 ⓘ | 2.96% | 11.44% | 19.68% |
| Price Trend ⓘ | 0.39 | 0.91 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.49% | 8.91% | 20.62% |
| Max Drawdown ⓘ | -5.83% | -5.83% | -20.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | 1.06 | 0.75 |
| Calmar Ratio ⓘ | 0.51 | 1.96 | 0.95 |
| Sortino Ratio ⓘ | 0.46 | 1.40 | 0.99 |