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 ⓘ | 9.36% | 35.99% | 49.21% |
| Price Trend ⓘ | 0.44 | 0.88 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.84% | 21.41% | 36.77% |
| Max Drawdown ⓘ | -18.79% | -18.79% | -30.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 1.59 | 1.22 |
| Calmar Ratio ⓘ | 0.50 | 1.92 | 1.60 |
| Sortino Ratio ⓘ | 0.65 | 2.19 | 1.91 |