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 ⓘ | 2.98% | 14.47% | 25.77% |
| Price Trend ⓘ | 0.47 | 0.31 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.26% | 16.69% | 19.57% |
| Max Drawdown ⓘ | -13.51% | -14.77% | -14.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | 0.76 | 1.12 |
| Calmar Ratio ⓘ | 0.22 | 0.98 | 1.74 |
| Sortino Ratio ⓘ | 0.26 | 1.28 | 1.81 |