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 ⓘ | 5.39% | 14.08% | 54.32% |
| Price Trend ⓘ | 0.41 | 0.76 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.11% | 16.88% | 22.57% |
| Max Drawdown ⓘ | -5.97% | -7.71% | -8.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 0.71 | 2.21 |
| Calmar Ratio ⓘ | 0.90 | 1.83 | 6.34 |
| Sortino Ratio ⓘ | 0.90 | 0.77 | 2.81 |