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 ⓘ | 4.88% | 12.99% | 27.77% |
| Price Trend ⓘ | 0.60 | 0.62 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.93% | 14.84% | 18.06% |
| Max Drawdown ⓘ | -12.48% | -12.48% | -12.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | 0.75 | 1.32 |
| Calmar Ratio ⓘ | 0.39 | 1.04 | 2.22 |
| Sortino Ratio ⓘ | 0.51 | 1.18 | 2.03 |