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 ⓘ | 1.81% | 35.60% | 42.83% |
| Price Trend ⓘ | 0.47 | 0.85 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.01% | 16.44% | 26.04% |
| Max Drawdown ⓘ | -8.91% | -8.91% | -14.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 2.05 | 1.49 |
| Calmar Ratio ⓘ | 0.20 | 4.00 | 3.06 |
| Sortino Ratio ⓘ | 0.17 | 4.22 | 2.34 |