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 ⓘ | 6.65% | 23.26% | 39.99% |
| Price Trend ⓘ | 0.62 | 0.81 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.37% | 16.42% | 19.34% |
| Max Drawdown ⓘ | -13.75% | -13.75% | -13.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 1.31 | 1.86 |
| Calmar Ratio ⓘ | 0.48 | 1.69 | 2.91 |
| Sortino Ratio ⓘ | 0.63 | 1.93 | 2.72 |