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 ⓘ | 3.92% | 15.08% | 65.82% |
| Price Trend ⓘ | 0.64 | 0.74 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.50% | 20.05% | 25.34% |
| Max Drawdown ⓘ | -8.57% | -9.72% | -9.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 0.66 | 2.44 |
| Calmar Ratio ⓘ | 0.46 | 1.55 | 6.77 |
| Sortino Ratio ⓘ | 0.40 | 1.28 | 4.59 |