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 ⓘ | 5.80% | 18.04% | 32.17% |
| Price Trend ⓘ | 0.60 | 0.38 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.90% | 16.38% | 28.45% |
| Max Drawdown ⓘ | -9.01% | -9.94% | -22.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.98 | 0.99 |
| Calmar Ratio ⓘ | 0.64 | 1.82 | 1.43 |
| Sortino Ratio ⓘ | 0.64 | 1.75 | 1.36 |