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 ⓘ | 12.98% | 14.41% | 21.97% |
| Price Trend ⓘ | 0.52 | 0.67 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.41% | 51.37% | 61.70% |
| Max Drawdown ⓘ | -20.53% | -41.61% | -41.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 0.24 | 0.28 |
| Calmar Ratio ⓘ | 0.63 | 0.35 | 0.53 |
| Sortino Ratio ⓘ | 0.88 | 0.40 | 0.47 |