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 ⓘ | 32.02% | 14.90% | 63.03% |
| Price Trend ⓘ | 0.90 | 0.88 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.35% | 36.70% | 44.89% |
| Max Drawdown ⓘ | -8.33% | -32.71% | -39.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 0.35 | 1.30 |
| Calmar Ratio ⓘ | 3.84 | 0.46 | 1.59 |
| Sortino Ratio ⓘ | 3.12 | 0.54 | 2.03 |