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 ⓘ | 10.55% | 6.80% | 16.48% |
| Price Trend ⓘ | 0.86 | 0.77 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.22% | 20.91% | 24.78% |
| Max Drawdown ⓘ | -6.09% | -21.48% | -25.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 0.22 | 0.48 |
| Calmar Ratio ⓘ | 1.73 | 0.32 | 0.64 |
| Sortino Ratio ⓘ | 1.59 | 0.34 | 0.76 |