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 ⓘ | 4.57% | 12.56% | 26.10% |
| Price Trend ⓘ | 0.22 | 0.71 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.11% | 16.51% | 20.75% |
| Max Drawdown ⓘ | -9.01% | -9.77% | -9.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.65 | 1.07 |
| Calmar Ratio ⓘ | 0.51 | 1.29 | 2.67 |
| Sortino Ratio ⓘ | 0.56 | 1.09 | 1.80 |