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 ⓘ | 5.11% | 13.00% | 29.67% |
| Price Trend ⓘ | 0.61 | 0.65 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.72% | 9.48% | 11.89% |
| Max Drawdown ⓘ | -9.76% | -9.76% | -9.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | 1.18 | 2.16 |
| Calmar Ratio ⓘ | 0.52 | 1.33 | 3.04 |
| Sortino Ratio ⓘ | 0.88 | 1.81 | 3.14 |