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 ⓘ | 3.93% | 19.61% | 27.77% |
| Price Trend ⓘ | 0.70 | 0.78 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.03% | 12.33% | 17.87% |
| Max Drawdown ⓘ | -8.38% | -8.68% | -8.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | 1.44 | 1.33 |
| Calmar Ratio ⓘ | 0.47 | 2.26 | 3.20 |
| Sortino Ratio ⓘ | 0.61 | 2.58 | 2.27 |