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 ⓘ | 10.99% | 18.19% | 63.84% |
| Price Trend ⓘ | 0.23 | 0.67 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.37% | 31.49% | 46.61% |
| Max Drawdown ⓘ | -18.38% | -18.38% | -32.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.52 | 1.28 |
| Calmar Ratio ⓘ | 0.60 | 0.99 | 1.94 |
| Sortino Ratio ⓘ | 0.61 | 0.77 | 1.68 |