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 ⓘ | 29.44% | 40.75% | 17.50% |
| Price Trend ⓘ | 0.70 | 0.72 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.76% | 37.76% | 48.56% |
| Max Drawdown ⓘ | -14.60% | -14.60% | -38.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | 1.02 | 0.27 |
| Calmar Ratio ⓘ | 2.02 | 2.79 | 0.45 |
| Sortino Ratio ⓘ | 3.30 | 2.68 | 0.45 |