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 ⓘ | 4.11% | 13.99% | 23.76% |
| Price Trend ⓘ | 0.04 | 0.44 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.49% | 23.36% | 37.12% |
| Max Drawdown ⓘ | -18.39% | -18.39% | -18.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.18 | 0.52 | 0.53 |
| Calmar Ratio ⓘ | 0.22 | 0.76 | 1.29 |
| Sortino Ratio ⓘ | 0.31 | 0.84 | 0.64 |