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 ⓘ | 4.41% | 26.44% | 40.38% |
| Price Trend ⓘ | 0.13 | 0.13 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.59% | 17.91% | 28.66% |
| Max Drawdown ⓘ | -10.04% | -14.13% | -15.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | 1.37 | 1.26 |
| Calmar Ratio ⓘ | 0.44 | 1.87 | 2.60 |
| Sortino Ratio ⓘ | 0.38 | 2.29 | 1.47 |