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 ⓘ | 2.24% | 25.98% | 37.53% |
| Price Trend ⓘ | 0.15 | 0.57 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.03% | 16.77% | 35.77% |
| Max Drawdown ⓘ | -12.58% | -13.32% | -25.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 1.43 | 0.93 |
| Calmar Ratio ⓘ | 0.18 | 1.95 | 1.46 |
| Sortino Ratio ⓘ | 0.16 | 2.29 | 1.37 |