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 ⓘ | 7.97% | 15.83% | 113.62% |
| Price Trend ⓘ | 0.18 | 0.88 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.97% | 45.37% | 57.23% |
| Max Drawdown ⓘ | -14.82% | -30.05% | -30.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 0.30 | 1.91 |
| Calmar Ratio ⓘ | 0.54 | 0.53 | 3.78 |
| Sortino Ratio ⓘ | 0.40 | 0.41 | 2.81 |