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 ⓘ | 15.51% | 23.39% | -0.25% |
| Price Trend ⓘ | 0.88 | 0.84 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.06% | 19.72% | 32.68% |
| Max Drawdown ⓘ | -5.86% | -14.48% | -30.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.32 | 1.09 | -0.13 |
| Calmar Ratio ⓘ | 2.65 | 1.62 | -0.01 |
| Sortino Ratio ⓘ | 3.16 | 2.39 | -0.19 |