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 ⓘ | 3.18% | 22.91% | 48.51% |
| Price Trend ⓘ | 0.76 | 0.76 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.73% | 31.85% | 48.51% |
| Max Drawdown ⓘ | -15.56% | -15.56% | -32.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.65 | 0.91 |
| Calmar Ratio ⓘ | 0.20 | 1.47 | 1.50 |
| Sortino Ratio ⓘ | 0.19 | 1.06 | 1.35 |