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 ⓘ | 2.63% | 18.20% | 34.70% |
| Price Trend ⓘ | 0.52 | 0.87 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.51% | 16.82% | 20.18% |
| Max Drawdown ⓘ | -5.80% | -15.49% | -15.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.21 | 0.96 | 1.50 |
| Calmar Ratio ⓘ | 0.45 | 1.18 | 2.24 |
| Sortino Ratio ⓘ | 0.33 | 1.41 | 2.25 |