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 ⓘ | 4.46% | 51.18% | 35.30% |
| Price Trend ⓘ | 0.10 | 0.86 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.98% | 30.74% | 41.81% |
| Max Drawdown ⓘ | -11.00% | -11.42% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 1.60 | 0.75 |
| Calmar Ratio ⓘ | 0.41 | 4.48 | 1.10 |
| Sortino Ratio ⓘ | 0.30 | 3.68 | 1.15 |