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 ⓘ | 3.59% | 21.06% | 41.72% |
| Price Trend ⓘ | 0.57 | 0.90 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.89% | 10.69% | 12.76% |
| Max Drawdown ⓘ | -8.52% | -8.52% | -8.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | 1.80 | 2.96 |
| Calmar Ratio ⓘ | 0.42 | 2.47 | 4.90 |
| Sortino Ratio ⓘ | 0.38 | 2.30 | 3.92 |