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 ⓘ | 48.09% | 16.18% | 56.53% |
| Price Trend ⓘ | 0.90 | 0.51 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.65% | 35.11% | 61.41% |
| Max Drawdown ⓘ | -15.30% | -28.77% | -41.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.65 | 0.41 | 0.85 |
| Calmar Ratio ⓘ | 3.14 | 0.56 | 1.36 |
| Sortino Ratio ⓘ | 3.59 | 0.79 | 1.48 |