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 ⓘ | 3.48% | 12.31% | 55.13% |
| Price Trend ⓘ | 0.24 | 0.82 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.22% | 10.81% | 20.67% |
| Max Drawdown ⓘ | -6.81% | -6.81% | -15.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 0.95 | 2.46 |
| Calmar Ratio ⓘ | 0.51 | 1.81 | 3.46 |
| Sortino Ratio ⓘ | 0.61 | 1.62 | 3.20 |