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 ⓘ | 4.89% | 18.99% | 35.30% |
| Price Trend ⓘ | 0.52 | 0.83 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.17% | 13.73% | 21.40% |
| Max Drawdown ⓘ | -9.58% | -9.58% | -9.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 1.25 | 1.46 |
| Calmar Ratio ⓘ | 0.51 | 1.98 | 3.68 |
| Sortino Ratio ⓘ | 0.67 | 1.97 | 2.42 |