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 ⓘ | 15.45% | 19.21% | 33.73% |
| Price Trend ⓘ | 0.50 | 0.48 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.44% | 60.45% | 82.51% |
| Max Drawdown ⓘ | -18.73% | -39.40% | -52.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.28 | 0.35 |
| Calmar Ratio ⓘ | 0.82 | 0.49 | 0.65 |
| Sortino Ratio ⓘ | 1.21 | 0.43 | 0.43 |