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 ⓘ | 16.42% | 58.54% | 0.93% |
| Price Trend ⓘ | 0.96 | 0.96 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.60% | 25.29% | 44.82% |
| Max Drawdown ⓘ | -5.08% | -12.11% | -43.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.13 | 2.23 | -0.08 |
| Calmar Ratio ⓘ | 3.23 | 4.83 | 0.02 |
| Sortino Ratio ⓘ | 2.50 | 4.31 | -0.08 |