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 ⓘ | 4.06% | 16.98% | 16.67% |
| Price Trend ⓘ | 0.19 | 0.80 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.30% | 11.70% | 15.64% |
| Max Drawdown ⓘ | -7.86% | -7.86% | -7.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 1.30 | 0.81 |
| Calmar Ratio ⓘ | 0.52 | 2.16 | 2.12 |
| Sortino Ratio ⓘ | 0.69 | 2.46 | 1.57 |