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 ⓘ | 1.94% | 9.33% | 20.58% |
| Price Trend ⓘ | 0.18 | 0.88 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.86% | 10.61% | 24.07% |
| Max Drawdown ⓘ | -7.29% | -7.29% | -23.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.69 | 0.68 |
| Calmar Ratio ⓘ | 0.27 | 1.28 | 0.88 |
| Sortino Ratio ⓘ | 0.18 | 0.92 | 0.91 |