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 ⓘ | 5.01% | 9.32% | 19.56% |
| Price Trend ⓘ | 0.90 | 0.87 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.69% | 12.58% | 16.90% |
| Max Drawdown ⓘ | -3.24% | -8.30% | -10.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 0.57 | 0.89 |
| Calmar Ratio ⓘ | 1.55 | 1.12 | 1.86 |
| Sortino Ratio ⓘ | 1.02 | 0.73 | 1.22 |