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 ⓘ | 2.58% | 8.95% | 28.97% |
| Price Trend ⓘ | 0.75 | 0.81 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.09% | 14.66% | 25.30% |
| Max Drawdown ⓘ | -7.80% | -7.80% | -24.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | 0.47 | 0.98 |
| Calmar Ratio ⓘ | 0.33 | 1.15 | 1.19 |
| Sortino Ratio ⓘ | 0.17 | 0.60 | 1.18 |