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 ⓘ | 2.93% | 31.13% | 54.64% |
| Price Trend ⓘ | 0.12 | 0.77 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.49% | 37.48% | 59.16% |
| Max Drawdown ⓘ | -21.83% | -21.83% | -40.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.09 | 0.78 | 0.85 |
| Calmar Ratio ⓘ | 0.13 | 1.43 | 1.35 |
| Sortino Ratio ⓘ | 0.12 | 1.45 | 1.35 |