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 ⓘ | 2.55% | 12.96% | 34.94% |
| Price Trend ⓘ | 0.17 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.73% | 13.89% | 17.49% |
| Max Drawdown ⓘ | -4.77% | -7.11% | -8.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.78 | 1.74 |
| Calmar Ratio ⓘ | 0.53 | 1.82 | 4.32 |
| Sortino Ratio ⓘ | 0.35 | 1.42 | 2.77 |