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 ⓘ | 5.50% | 26.34% | 42.08% |
| Price Trend ⓘ | 0.63 | 0.93 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.84% | 12.12% | 23.81% |
| Max Drawdown ⓘ | -5.51% | -5.51% | -17.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 2.00 | 1.59 |
| Calmar Ratio ⓘ | 1.00 | 4.78 | 2.39 |
| Sortino Ratio ⓘ | 0.72 | 2.95 | 1.98 |