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 ⓘ | 6.41% | 11.82% | 94.51% |
| Price Trend ⓘ | 0.09 | 0.12 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.57% | 16.15% | 28.93% |
| Max Drawdown ⓘ | -12.47% | -16.79% | -17.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 0.61 | 3.12 |
| Calmar Ratio ⓘ | 0.51 | 0.70 | 5.30 |
| Sortino Ratio ⓘ | 0.81 | 1.01 | 4.36 |