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 ⓘ | 2.11% | 29.64% | 44.03% |
| Price Trend ⓘ | 0.30 | 0.81 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.54% | 20.62% | 33.54% |
| Max Drawdown ⓘ | -19.39% | -19.39% | -25.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 1.34 | 1.19 |
| Calmar Ratio ⓘ | 0.11 | 1.53 | 1.73 |
| Sortino Ratio ⓘ | 0.10 | 1.92 | 2.00 |