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 ⓘ | 37.31% | 19.56% | 48.94% |
| Price Trend ⓘ | 0.92 | 0.78 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.10% | 42.10% | 55.18% |
| Max Drawdown ⓘ | -11.31% | -38.06% | -50.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.41 | 0.80 |
| Calmar Ratio ⓘ | 3.30 | 0.51 | 0.97 |
| Sortino Ratio ⓘ | 2.44 | 0.60 | 0.93 |