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 ⓘ | 4.49% | 27.34% | 43.94% |
| Price Trend ⓘ | -0.14 | 0.87 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.05% | 17.37% | 21.86% |
| Max Drawdown ⓘ | -13.98% | -13.98% | -13.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 1.47 | 1.83 |
| Calmar Ratio ⓘ | 0.32 | 1.96 | 3.14 |
| Sortino Ratio ⓘ | 0.35 | 1.99 | 2.66 |