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 ⓘ | 5.83% | 11.59% | 47.34% |
| Price Trend ⓘ | 0.54 | 0.68 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.35% | 15.65% | 20.47% |
| Max Drawdown ⓘ | -8.52% | -12.61% | -12.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.62 | 2.12 |
| Calmar Ratio ⓘ | 0.68 | 0.92 | 3.75 |
| Sortino Ratio ⓘ | 0.60 | 0.88 | 3.18 |