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 ⓘ | 4.56% | 18.43% | 37.24% |
| Price Trend ⓘ | 0.09 | 0.85 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.55% | 13.99% | 26.60% |
| Max Drawdown ⓘ | -11.62% | -11.62% | -26.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | 1.18 | 1.24 |
| Calmar Ratio ⓘ | 0.39 | 1.59 | 1.41 |
| Sortino Ratio ⓘ | 0.46 | 1.52 | 1.65 |