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 ⓘ | 2.45% | 18.29% | 31.65% |
| Price Trend ⓘ | 0.45 | 0.79 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.01% | 13.47% | 15.72% |
| Max Drawdown ⓘ | -11.48% | -11.48% | -11.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | 1.22 | 1.76 |
| Calmar Ratio ⓘ | 0.21 | 1.59 | 2.76 |
| Sortino Ratio ⓘ | 0.21 | 1.81 | 2.61 |