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 ⓘ | 45.44% | 72.47% | 0.62% |
| Price Trend ⓘ | 0.64 | 0.92 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.92% | 38.31% | 66.53% |
| Max Drawdown ⓘ | -2.16% | -15.21% | -50.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 1.84 | -0.05 |
| Calmar Ratio ⓘ | 21.07 | 4.76 | 0.01 |
| Sortino Ratio ⓘ | 13.70 | 4.69 | -0.06 |