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 ⓘ | 0.69% | 18.91% | 37.36% |
| Price Trend ⓘ | 0.37 | 0.82 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.23% | 11.28% | 13.73% |
| Max Drawdown ⓘ | -9.66% | -9.66% | -9.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 1.51 | 2.43 |
| Calmar Ratio ⓘ | 0.07 | 1.96 | 3.87 |
| Sortino Ratio ⓘ | -0.03 | 2.18 | 3.58 |