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 ⓘ | 9.58% | 26.46% | 89.15% |
| Price Trend ⓘ | 0.38 | 0.84 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.98% | 15.34% | 25.16% |
| Max Drawdown ⓘ | -9.54% | -9.54% | -11.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 1.60 | 3.38 |
| Calmar Ratio ⓘ | 1.00 | 2.77 | 7.91 |
| Sortino Ratio ⓘ | 1.03 | 2.29 | 4.95 |