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 ⓘ | 9.60% | 30.04% | 79.01% |
| Price Trend ⓘ | 0.20 | 0.62 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.22% | 21.94% | 33.38% |
| Max Drawdown ⓘ | -17.97% | -19.39% | -25.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 1.28 | 2.24 |
| Calmar Ratio ⓘ | 0.53 | 1.55 | 3.10 |
| Sortino Ratio ⓘ | 0.80 | 2.01 | 3.73 |