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 ⓘ | 26.42% | 14.92% | 87.87% |
| Price Trend ⓘ | 0.89 | 0.79 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.54% | 39.14% | 47.15% |
| Max Drawdown ⓘ | -8.57% | -37.03% | -42.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 0.33 | 1.77 |
| Calmar Ratio ⓘ | 3.08 | 0.40 | 2.08 |
| Sortino Ratio ⓘ | 2.71 | 0.44 | 2.59 |