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 ⓘ | 1.27% | 10.25% | 33.18% |
| Price Trend ⓘ | 0.41 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.89% | 11.76% | 16.20% |
| Max Drawdown ⓘ | -7.81% | -7.81% | -7.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | 0.72 | 1.81 |
| Calmar Ratio ⓘ | 0.16 | 1.31 | 4.25 |
| Sortino Ratio ⓘ | 0.08 | 1.30 | 2.90 |