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 ⓘ | 3.99% | 30.55% | 57.48% |
| Price Trend ⓘ | 0.17 | 0.85 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.70% | 24.25% | 30.49% |
| Max Drawdown ⓘ | -15.89% | -15.89% | -15.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 1.18 | 1.76 |
| Calmar Ratio ⓘ | 0.25 | 1.92 | 3.62 |
| Sortino Ratio ⓘ | 0.31 | 2.29 | 2.94 |