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 ⓘ | 4.15% | 9.80% | 43.04% |
| Price Trend ⓘ | 0.58 | 0.79 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.14% | 14.37% | 22.21% |
| Max Drawdown ⓘ | -7.25% | -7.25% | -10.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 0.55 | 1.76 |
| Calmar Ratio ⓘ | 0.57 | 1.35 | 4.19 |
| Sortino Ratio ⓘ | 0.39 | 0.80 | 2.47 |