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 ⓘ | 2.11% | 18.10% | 39.18% |
| Price Trend ⓘ | 0.23 | 0.45 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.57% | 14.08% | 22.60% |
| Max Drawdown ⓘ | -8.82% | -8.82% | -12.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 1.15 | 1.55 |
| Calmar Ratio ⓘ | 0.24 | 2.05 | 3.15 |
| Sortino Ratio ⓘ | 0.13 | 1.60 | 2.21 |