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 ⓘ | 1.65% | 13.81% | 22.81% |
| Price Trend ⓘ | 0.49 | 0.82 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.69% | 7.84% | 10.36% |
| Max Drawdown ⓘ | -6.35% | -6.35% | -6.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | 1.53 | 1.82 |
| Calmar Ratio ⓘ | 0.26 | 2.18 | 3.59 |
| Sortino Ratio ⓘ | 0.22 | 2.50 | 2.87 |