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 ⓘ | 2.30% | 16.05% | 30.13% |
| Price Trend ⓘ | 0.48 | 0.77 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.70% | 13.09% | 15.20% |
| Max Drawdown ⓘ | -11.43% | -11.43% | -11.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 1.09 | 1.72 |
| Calmar Ratio ⓘ | 0.20 | 1.40 | 2.64 |
| Sortino Ratio ⓘ | 0.20 | 1.65 | 2.52 |