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 ⓘ | 2.15% | 16.07% | 33.07% |
| Price Trend ⓘ | 0.42 | 0.89 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.47% | 11.02% | 21.53% |
| Max Drawdown ⓘ | -9.44% | -9.44% | -15.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | 1.27 | 1.34 |
| Calmar Ratio ⓘ | 0.23 | 1.70 | 2.18 |
| Sortino Ratio ⓘ | 0.22 | 2.05 | 1.77 |