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 ⓘ | 3.41% | 26.62% | 39.66% |
| Price Trend ⓘ | 0.22 | 0.78 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.74% | 14.01% | 21.37% |
| Max Drawdown ⓘ | -12.61% | -12.61% | -12.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | 1.76 | 1.67 |
| Calmar Ratio ⓘ | 0.27 | 2.11 | 3.06 |
| Sortino Ratio ⓘ | 0.32 | 2.57 | 2.34 |