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 ⓘ | 2.64% | 12.34% | 50.76% |
| Price Trend ⓘ | 0.45 | 0.88 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.14% | 10.58% | 20.56% |
| Max Drawdown ⓘ | -6.12% | -6.12% | -16.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | 0.97 | 2.26 |
| Calmar Ratio ⓘ | 0.43 | 2.02 | 3.02 |
| Sortino Ratio ⓘ | 0.38 | 1.58 | 3.12 |