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 ⓘ | 3.14% | 15.86% | 28.07% |
| Price Trend ⓘ | 0.23 | 0.76 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.29% | 14.69% | 21.82% |
| Max Drawdown ⓘ | -8.00% | -8.33% | -9.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.21 | 0.94 | 1.09 |
| Calmar Ratio ⓘ | 0.39 | 1.91 | 2.82 |
| Sortino Ratio ⓘ | 0.28 | 1.30 | 1.52 |