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 ⓘ | 31.03% | 28.75% | 133.01% |
| Price Trend ⓘ | 0.83 | 0.55 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.37% | 43.05% | 72.20% |
| Max Drawdown ⓘ | -19.90% | -26.62% | -43.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | 0.62 | 1.78 |
| Calmar Ratio ⓘ | 1.56 | 1.08 | 3.09 |
| Sortino Ratio ⓘ | 1.26 | 0.96 | 2.30 |