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 ⓘ | 6.52% | 16.51% | 42.82% |
| Price Trend ⓘ | 0.13 | 0.87 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.86% | 16.66% | 22.90% |
| Max Drawdown ⓘ | -10.52% | -10.52% | -10.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 0.87 | 1.69 |
| Calmar Ratio ⓘ | 0.62 | 1.57 | 4.07 |
| Sortino Ratio ⓘ | 0.80 | 1.18 | 2.33 |