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 ⓘ | 4.98% | 35.33% | 40.59% |
| Price Trend ⓘ | 0.59 | 0.62 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.78% | 38.99% | 48.53% |
| Max Drawdown ⓘ | -22.99% | -23.78% | -25.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | 0.86 | 0.75 |
| Calmar Ratio ⓘ | 0.22 | 1.49 | 1.62 |
| Sortino Ratio ⓘ | 0.31 | 1.54 | 1.26 |