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 ⓘ | 5.96% | 20.94% | 38.12% |
| Price Trend ⓘ | 0.18 | 0.30 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.59% | 20.50% | 26.21% |
| Max Drawdown ⓘ | -17.70% | -17.70% | -17.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 0.93 | 1.30 |
| Calmar Ratio ⓘ | 0.34 | 1.18 | 2.15 |
| Sortino Ratio ⓘ | 0.50 | 1.66 | 2.14 |