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 ⓘ | 45.15% | 45.74% | 13.02% |
| Price Trend ⓘ | 0.97 | 0.87 | -0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.89% | 42.95% | 52.58% |
| Max Drawdown ⓘ | -9.69% | -31.88% | -54.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 1.02 | 0.16 |
| Calmar Ratio ⓘ | 4.66 | 1.43 | 0.24 |
| Sortino Ratio ⓘ | 3.80 | 1.78 | 0.26 |