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 ⓘ | 8.85% | 26.77% | 44.44% |
| Price Trend ⓘ | -0.02 | 0.86 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.08% | 31.20% | 43.60% |
| Max Drawdown ⓘ | -14.79% | -19.03% | -22.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 0.79 | 0.91 |
| Calmar Ratio ⓘ | 0.60 | 1.41 | 2.00 |
| Sortino Ratio ⓘ | 0.67 | 1.09 | 1.08 |