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 ⓘ | 2.25% | 8.60% | 28.55% |
| Price Trend ⓘ | 0.73 | 0.45 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.38% | 15.13% | 19.91% |
| Max Drawdown ⓘ | -8.45% | -8.53% | -12.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | 0.43 | 1.21 |
| Calmar Ratio ⓘ | 0.27 | 1.01 | 2.31 |
| Sortino Ratio ⓘ | 0.21 | 0.55 | 1.63 |