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 ⓘ | 4.04% | 18.88% | 36.37% |
| Price Trend ⓘ | 0.56 | 0.89 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.78% | 11.35% | 19.88% |
| Max Drawdown ⓘ | -6.48% | -6.48% | -17.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 1.48 | 1.62 |
| Calmar Ratio ⓘ | 0.62 | 2.91 | 2.09 |
| Sortino Ratio ⓘ | 0.48 | 2.16 | 2.20 |