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 ⓘ | 1.60% | 31.72% | 34.42% |
| Price Trend ⓘ | 0.70 | 0.85 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.39% | 21.44% | 34.70% |
| Max Drawdown ⓘ | -10.40% | -10.54% | -27.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | 1.39 | 0.87 |
| Calmar Ratio ⓘ | 0.15 | 3.01 | 1.27 |
| Sortino Ratio ⓘ | 0.07 | 2.93 | 1.44 |